Multivariate Analysis to get an Estimate of the Indian Stock Market Nifty Index

Inhaltsverzeichnis (Table of Contents)

• Introduction
• Literature Review
• Methodology
• Results and Discussion
• Conclusion

Zielsetzung und Themenschwerpunkte (Objectives and Key Themes)

This study aims to analyze the influence of foreign institutional investor (FII) transaction amounts, derivative turnover (futures and options - F&O), and volatility on the performance of the Nifty index. The study investigates how these factors contribute to the estimation of the index through linear and non-linear models.

• The role of FII activity in the Indian stock market.
• The impact of derivative turnover on market performance.
• The influence of volatility on the Nifty index.
• Development and comparison of linear and non-linear models for Nifty estimation.
• Identifying key factors that drive the performance of the Nifty index.

Zusammenfassung der Kapitel (Chapter Summaries)

Introduction: This section introduces the Nifty index as a key indicator of India's economic progress and discusses the significance of FII activity, derivative turnover, and volatility in relation to the index.

Literature Review: This chapter reviews relevant research on market indices, FII activity, derivative markets, and volatility. It explores existing studies on the impact of these factors on market performance, highlighting the lack of consensus regarding their influence on the Nifty index.

Schlüsselwörter (Keywords)

Nifty, FII transaction amounts, F&O turnover, volatility, Nifty forecasting, linear and non-linear models, Indian stock market.