Impact of published news on stock price and volume – A study of selected stocks

dc.contributor.advisorGupta, Mohit
dc.contributor.authorDipti Bajaj
dc.date.accessioned2017-01-12T10:08:50Z
dc.date.available2017-01-12T10:08:50Z
dc.date.issued2009
dc.description.abstractThe research project “Impact of published news on stock price and volume – a study of selected stocks” was undertaken with the objectives to study the impact of published news on stock price and trading volume. A total of 40 stocks were selected randomly from S&P CNX Nifty and CNX Nifty Junior index. The news were collected from ‘The Economic Times’ from July 1, 2007 to December 31, 2007. Event study methodology was applied and the average abnormal returns, cumulative abnormal returns, absolute trading volume, relative trading volume and change in liquidity ratio were calculated for analyzing the impact. No significant impact of news was found on Average Abnormal Daily Return on the event day both for Nifty and Nifty Junior stocks. No significant mean difference was found with respect to Average Abnormal Daily Return during the estimation window. No significant impact of news was found on price and volume on the whole. For Nifty stocks negative news, significant Average Cumulative Abnormal Returns were found from 7th day before event and 4th day after the event. For total sample positive news, significant average Cumulative Abnormal Returns were found from 6th day before event day.en_US
dc.identifier.urihttp://krishikosh.egranth.ac.in/handle/1/95788
dc.language.isoenen_US
dc.publisherPunjab Agricultural Universityen_US
dc.research.problemImpact of published news on stock price and volume – A study of selected stocksen_US
dc.subFinancial Management
dc.subjectJunior stocksen_US
dc.subjectAverage Abnormalen_US
dc.these.typeM.B.A
dc.titleImpact of published news on stock price and volume – A study of selected stocksen_US
dc.typeThesisen_US
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