Macroeconomic shocks, market uncertainty and speculative bubbles: a decomposition-based predictive model of Indian stock markets
Indranil Ghosh,
Tamal Datta Chaudhuri,
Sunita Sarkar
et al.
Abstract:PurposeStock markets are essential for households for wealth creation and for firms for raising financial resources for capacity expansion and growth. Market participants, therefore, need an understanding of stock price movements. Stock market indices and individual stock prices reflect the macroeconomic environment and are subject to external and internal shocks. It is important to disentangle the impact of macroeconomic shocks, market uncertainty and speculative elements and examine them separately for predi… Show more
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