Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource PHD PhD PhD Thesis Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Relation A related resource 61000216 Title A name given to the resource An Investigation of Multifractality and Herd Behaviour in Indian Capital Market During Macro-Political Events : An Empirical Evidence Through Econophysics Approach Subject The topic of the resource Management Studies Description An account of the resource The financial markets worldwide exhibit several complex and dynamic features in them. Among them, Multifractality is one of the most significant features of complex systems, and it has been identified and examined in the financial markets in recent years. Besides, studies in the past confirm that there exists a linkage between multifractality and herding behaviour in financial markets during extreme events. The current study attempts to investigate the presence of Multifractality caused by herding behaviour in the segments of the Indian capital market during the macro-political events. For this, the macro- political events were classified into three broad categories pre-scheduled events, intensified geopolitical events and uncertain macro-political events. Further, two major segments of the Indian capital market, namely, the equity and the Forex segment, were examined. The study employed the Multifractal Detrended Fluctuation Analysis approach to examine the Multifractality caused by herding behaviour during macro-political events. In addition, the study also measured the volatility surface and quantified the information uncertainty present in the selected segments of the Indian capital market. The findings suggest that the macro-political events impact the multifractality and herding behaviour in the examined segments of the Indian capital market. However, the degree of the multifractality caused by the herding behaviour traced in the market segments is event-specific. It differs based on the type of macro-political event. The overall analysis suggests that the pre-scheduled macro-political event's impact was higher for both equity and forex segments of the Indian capital market. Further, a high degree of multifractality caused by herding behaviour was traced in the Nifty segments during the intensified geopolitical events. On the other hand, uncertain macro-political events had no impact on the multifractality caused by the herding behaviour in equity and forex segments. The study results provide some significant implications for various market participants for investment decision-making and portfolio risk diversification during the macro-political events in India. Creator An entity primarily responsible for making the resource T A, Krishna Source A related resource from which the described resource is derived Author's Submission Publisher An entity responsible for making the resource available Christ(Deemed to be University) Date A point or period of time associated with an event in the lifecycle of the resource 2023-01-01 Contributor An entity responsible for making contributions to the resource B, Suresha Rights Information about rights held in and over the resource Open Access Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource PhD Identifier An unambiguous reference to the resource within a given context <a href="http://hdl.handle.net/10603/465465" target="_blank" rel="noreferrer noopener">http://hdl.handle.net/10603/465465</a>