TAILIEUCHUNG - Impact of demonetization on stock price volatility of public sector banks in India: special reference to Bse

This research paper investigates the impact of Demonetization on public sector banks stock price volatility in BSE. The purpose of the above objective, this study used the secondary daily closing stock price data of selected top five largest public sectors banks in India in 2018 | Impact of demonetization on stock price volatility of public sector banks in India special reference to Bse International Journal of Management Volume 11 Issue 03 March 2020 pp. 408-418. Article ID IJM_11_03_043 Available online at http ijm JType IJM amp VType 11 amp IType 3 Journal Impact Factor 2020 Calculated by GISI ISSN Print 0976-6502 and ISSN Online 0976-6510 IAEME Publication Scopus Indexed IMPACT OF DEMONETIZATION ON STOCK PRICE VOLATILITY OF PUBLIC SECTOR BANKS IN INDIA SPECIAL REFERENCE TO BSE Kasilingam Lingaraja Assistant Professor Department of Business Administration Thiagarajar College Autonomous Madurai Tamil Nadu India Veluchamy Ramanujam Associate Professor Bharathiar School of Management and Entrepreneur Development BSMED Bharathiar University Coimbatore Tamil Nadu India Lakshmanan Eswaran Assistant Professor Department of Commerce Thiagarajar College Autonomous Madurai Tamil Nadu India Thangaraj Viswanathan Assitant Professor Symbiosis Institute of Business Management Bangaluru Karnataka India Chellaswamy Dhayanand Assistant Professor Department of Extension and Career Guidance Bharathiar University Coimbatore Tamil Nadu India ABSTRACT This research paper investigates the impact of Demonetization on public sector banks stock price volatility in BSE. The purpose of the above objective this study used the secondary daily closing stock price data of selected top five largest public sectors banks in India in 2018 based on their market capitalization for the period of two years after demonetarization . from 01st January 2017 to 31st December 2018. The statistical tools and models such as descriptive statistics ADF GARCH 1 1 Model and graphical price movement diagram were used for estimating the public sector banks stock price movements and Volatility during the study period. It is found that all the sample public sector banking stocks may not be benefited from demonetization impact. Finally this

• Đầu tư Chứng khoán
• Impact of Demonetization
• Public sector banks stock price volatility
• Stock price data
• Public sectors banks in India
• Stock Price Volatility and Bombay Stock Exchange