Delving into the Bubble Detection of Specific NSE Sector Indices
- Title
- Delving into the Bubble Detection of Specific NSE Sector Indices
- Creator
- Shashidhar Y.J.; Sujay C.; Saiprasad D.; Manjunatha G.; Druvakumar M.; Jagadeesha G.T.
- Description
- This study meticulously examines market bubbles within specific sectors of the National Stock Exchange (NSE) over the period from January 2017 to December 2023, employing robust methodologies like RADF, SADF, and GSADF tests. The analysis, centered on 11 sectoral indices, integrates GSADF values with RADF and SADF, offering nuanced perspectives that underscore the sector-specific nature of bubbles. Notably, the study highlights bubble occurrences during the 2020 global crisis due to pandemic, emphasizing their dynamic and diverse manifestations amid the pandemic. Exclusive identification of bubbles in NSE IT, NSE Metal, and NSE Pharma enriches the strategic insights available to investors, facilitating informed decision-making and risk management. The sector-wise approach contributes to a holistic understanding of market dynamics, providing investors with valuable tools to navigate the intricacies of the financial landscape. Future research avenues may delve into regulatory impacts on sector-specific bubbles and explore the interplay between macroeconomic indicators and sectoral bubbles, offering deeper insights into market dynamics. The Author(s), under exclusive license to Springer Nature Switzerland AG 2024.
- Source
- Studies in Systems, Decision and Control, Vol-535, pp. 95-104.
- Date
- 2024-01-01
- Publisher
- Springer Science and Business Media Deutschland GmbH
- Subject
- Global crisis; GSADF test; Market bubbles; Pandemic impact; Sector-specific
- Coverage
- Shashidhar Y.J., School of Business and Management, Christ University, Karnataka, Bengaluru, India; Sujay C., Faculty of Management and Commerce, PES University, Karnataka, Bengaluru, India; Saiprasad D., Department of Commerce, Government First Grade College, Karnataka, Thyamagondlu, India; Manjunatha G., Department of Commerce, St. Claret College, Karnataka, Bengaluru, India; Druvakumar M., Department of Commerce, Kristu Jayanti College, Karnataka, Bengaluru, India; Jagadeesha G.T., Department of Business Administration, Seshadripuram College, Karnataka, Tumakuru, India
- Rights
- Restricted Access
- Relation
- ISSN: 21984182
- Format
- Online
- Language
- English
- Type
- Book chapter
Collection
Citation
Shashidhar Y.J.; Sujay C.; Saiprasad D.; Manjunatha G.; Druvakumar M.; Jagadeesha G.T., “Delving into the Bubble Detection of Specific NSE Sector Indices,” CHRIST (Deemed To Be University) Institutional Repository, accessed February 24, 2025, https://archives.christuniversity.in/items/show/17998.