Stock Market Volatility research paper - India Volatility index

Stock Market Volatility research paper - India Volatility index

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In this blog, we will share links to important research papers and their summary. But why we need a research paper to study stock market volatility. A research paper is published after the detailed study and backtesting of data points. Therefore if we study the research paper we can develop a trading system that will increase our chance of making money in the stock market.

List of Research paper regarding India volatility index:

• The Behaviour of India's Volatility Index: Statistical Properties of India Vix -  Evolution of Nifty and Volatility Index (Ivix) 2007 - 2010 - Relationship Between Ivix and Nifty Returns - Relationship Between Ivix and Trading Volume - Conclusions and Implications of the Study.

• A Study on India Volatility Index (VIX) and its performance as Risk Management Tool in Indian Stock Market:  Relationship between NIFTY and India VIX-  Overview of the yearly relationship between NIFTY and VIX- Result of Regression Analysis for Daily Values of India VIX and NFITY-  India Volatility Index as Risk Management Tool- Result of Regression between Future Index and VIX and Small-cap and VIX- Timing Strategies based on VIX Movements.

• AN ANALYTICAL STUDY ON VOLATILITY OF VOLATILITY : 

• Research on Sustainable Development of the Stock MarketBased on VIX Index:  Prediction and Analysis of the Stock Market Trend Based on VIX Index - Impact of the VIX index’s impact on S&P500 changes. - The impulse response function of S&P500 fluctuation caused by the impact of the VIX exponent. - Coefficient table between S&P500 and the lagged VIX index. - Historical trend of the VIX index.

• STOCK MARKET VOLATILITY: AN EVALUATION:  In this blog, you will find Stock market volatility, the impact of volatility, factors of volatility, growth and volatility, trade, and volatility.

• Realized Volatility and India VIX: Data and Methodology-Realized Volatility-Results and Analysis. 

• A STUDY ON RELATION BETWEEN INDIA VIX AND NIFTY RETURNS : 

• The information content of implied volatility index (IndiaVIX)-

• Association between Volatility Index (VIX) and S&P CNX Nifty in India: Applications of volatility index - Globalisation of volatility index- Indian perspective vis-à-vis Indian derivative market and India VIX -  Derivative contract specification-  Global exchanges: F&O trading volume-VIX options and futures market- Forecasting IV.

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