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Al-Barkaat Journal of Finance & Management
Year : 2013, Volume : 5, Issue : 1
First page : ( 1) Last page : ( 17)
Print ISSN : 0974-7281. Online ISSN : 2229-4503.

Swings at Dalal Street: The Impact of Corporatization of BSE

Kushwah Silky Vigg1,*, Mathur Garima2, Negi Pushpa3

1Associate Professor, Jagannath International Management School, New Delhi

2Associate Professor, Prestige Institute of Management, Gwalior

3Associate Professor, Symboisis Institute of Management, Noida

*E-mail for correspondence: dr.silkyviggkushwah@gmail.com

Online published on 9 July, 2013.

Abstract

This research uses a quality control approach to study the return and volatility of common stocks in India at the market level. It addresses an important question, namely, ‘how have the returns in the Indian stock market behaved, following corporatisation of the biggest stock exchange in India i.e. Bombay Stock Exchange? The study has tried to evaluate and analyse the return and risk of 25 hot stocks involved in the formation of BSE Sensex and check whether there is a difference in the return and risk of stocks 5 months before and 5 months after the corporatisation of BSE. Evaluation of daily returns of 25 stocks has been carried out. Estimates of the standard deviation of daily return in a month are made to have a complete idea of the level (size) and nature of volatility.

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Keywords

Corporatisation, Standard Deviation, Volatility.

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