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IMPACT OF SELECTED MACROECONOMIC INDICATORS ON S&P BSE SME IPO INDEX

The prime objective of this research is to examine the impact of the selected macroeconomic variables on S&P BSE SME IPO index. Correlation, Multiple regression and Granger casualty tests have been used to estimate the relationship and impact. The variables selected for this study is average monthly... Full description

Journal Title: Indian Journal of Commerce and Management Studies Jan 2017, Vol.8(1), pp.28-32
Main Author: Rahman, Mubarak
Other Authors: Kuhan, K , Kavida, V
Format: Electronic Article Electronic Article
Language: English
Subjects:
ID: ISSN: 22490310 ; DOI: 10.18843/ijcms/v8i1/04
Link: http://search.proquest.com/docview/1891336253/?pq-origsite=primo
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title: IMPACT OF SELECTED MACROECONOMIC INDICATORS ON S&P BSE SME IPO INDEX
format: Article
creator:
  • Rahman, Mubarak
  • Kuhan, K
  • Kavida, V
subjects:
  • India
  • Stock Exchanges
  • Securities Markets
  • Regression Analysis
  • Research
  • Interest Rates
  • Studies
  • Equity Capital
  • Industrial Production
  • Gold
  • Crude Oil
  • Foreign Exchange Rates
  • Crude Oil Prices
  • Variables
  • Economic Growth
  • Gross Domestic Product–GDP
  • Macroeconomics
  • Researchers
  • New Stock Market Listings
  • Institutional Investments
  • Wholesale Price Index-Us
  • Rupees
ispartof: Indian Journal of Commerce and Management Studies, Jan 2017, Vol.8(1), pp.28-32
description: The prime objective of this research is to examine the impact of the selected macroeconomic variables on S&P BSE SME IPO index. Correlation, Multiple regression and Granger casualty tests have been used to estimate the relationship and impact. The variables selected for this study is average monthly closing price of S&P BSE SME IPO and macroeconomic indicators like; Index of Industrial production (IIP), Gross Domestic Product (GDP), Interest Rate (IR), Foreign Direct Investment (FDI), Inflation Rate (IF), Exchange Rate (ER), and Crude oil Price (CP). An average monthly data over a period of three years are taken, starting from January 2013 to December 2015. The result shows that, Interest rate and Inflation rate have a significant positive impact on stock market index. Whereas, Exchange rate shows a negative significant impact. Granger causality results reveals a unidirectional relationship between SME IPO Index and Crude Oil price, GDP, FDI and Interest rate.
language: eng
source:
identifier: ISSN: 22490310 ; DOI: 10.18843/ijcms/v8i1/04
fulltext: fulltext
issn:
  • 22490310
  • 2249-0310
url: Link


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titleIMPACT OF SELECTED MACROECONOMIC INDICATORS ON S&P BSE SME IPO INDEX
creatorRahman, Mubarak ; Kuhan, K ; Kavida, V
ispartofIndian Journal of Commerce and Management Studies, Jan 2017, Vol.8(1), pp.28-32
identifierISSN: 22490310 ; DOI: 10.18843/ijcms/v8i1/04
subjectIndia ; Stock Exchanges ; Securities Markets ; Regression Analysis ; Research ; Interest Rates ; Studies ; Equity Capital ; Industrial Production ; Gold ; Crude Oil ; Foreign Exchange Rates ; Crude Oil Prices ; Variables ; Economic Growth ; Gross Domestic Product–GDP ; Macroeconomics ; Researchers ; New Stock Market Listings ; Institutional Investments ; Wholesale Price Index-Us ; Rupees
descriptionThe prime objective of this research is to examine the impact of the selected macroeconomic variables on S&P BSE SME IPO index. Correlation, Multiple regression and Granger casualty tests have been used to estimate the relationship and impact. The variables selected for this study is average monthly closing price of S&P BSE SME IPO and macroeconomic indicators like; Index of Industrial production (IIP), Gross Domestic Product (GDP), Interest Rate (IR), Foreign Direct Investment (FDI), Inflation Rate (IF), Exchange Rate (ER), and Crude oil Price (CP). An average monthly data over a period of three years are taken, starting from January 2013 to December 2015. The result shows that, Interest rate and Inflation rate have a significant positive impact on stock market index. Whereas, Exchange rate shows a negative significant impact. Granger causality results reveals a unidirectional relationship between SME IPO Index and Crude Oil price, GDP, FDI and Interest rate.
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descriptionThe prime objective of this research is to examine the impact of the selected macroeconomic variables on S&P BSE SME IPO index. Correlation, Multiple regression and Granger casualty tests have been used to estimate the relationship and impact. The variables selected for this study is average monthly closing price of S&P BSE SME IPO and macroeconomic indicators like; Index of Industrial production (IIP), Gross Domestic Product (GDP), Interest Rate (IR), Foreign Direct Investment (FDI), Inflation Rate (IF), Exchange Rate (ER), and Crude oil Price (CP). An average monthly data over a period of three years are taken, starting from January 2013 to December 2015. The result shows that, Interest rate and Inflation rate have a significant positive impact on stock market index. Whereas, Exchange rate shows a negative significant impact. Granger causality results reveals a unidirectional relationship between SME IPO Index and Crude Oil price, GDP, FDI and Interest rate.
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titleIMPACT OF SELECTED MACROECONOMIC INDICATORS ON S&P BSE SME IPO INDEX
authorRahman, Mubarak ; Kuhan, K ; Kavida, V
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11Foreign Exchange Rates
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15Gross Domestic Product–GDP
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18New Stock Market Listings
19Institutional Investments
20Wholesale Price Index-Us
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abstractThe prime objective of this research is to examine the impact of the selected macroeconomic variables on S&P BSE SME IPO index. Correlation, Multiple regression and Granger casualty tests have been used to estimate the relationship and impact. The variables selected for this study is average monthly closing price of S&P BSE SME IPO and macroeconomic indicators like; Index of Industrial production (IIP), Gross Domestic Product (GDP), Interest Rate (IR), Foreign Direct Investment (FDI), Inflation Rate (IF), Exchange Rate (ER), and Crude oil Price (CP). An average monthly data over a period of three years are taken, starting from January 2013 to December 2015. The result shows that, Interest rate and Inflation rate have a significant positive impact on stock market index. Whereas, Exchange rate shows a negative significant impact. Granger causality results reveals a unidirectional relationship between SME IPO Index and Crude Oil price, GDP, FDI and Interest rate.
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doi10.18843/ijcms/v8i1/04
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date2017-01-01