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- W2778258046 abstract "This study examines the long-run relationship among the Midcap 50 index and its corresponding sectors’ stock returns for the period from January 1, 2008 to December 31 2016. The daily closing price of the midcap 50 index and the corresponding stocks was obtained from National Stock Exchange. The long-run equilibrium and causality effect of the Midcap 50 index were analyzed. From the results of Augmented Dickey-Fuller (ADF) and Phillips Perron (PP) unit root tests, it is confirmed that both the index returns and stocks returns are stationary at the level. Further, the researcher used Johansen co-integration and Granger causality test to analyze the unidirectional and bidirectional relationship between the variables. And it is evident from the results, that 18 stocks confirm unidirectional causality effect with midcap 50 index. Keywords: Midcap 50 Index; unit root tests; co-integration; Granger causality" @default.
- W2778258046 created "2018-01-05" @default.
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- W2778258046 date "2017-12-02" @default.
- W2778258046 modified "2023-09-23" @default.
- W2778258046 title "Dynamic Linkages and Causal Effect among Midcap 50 Stocks in National Stock Exchange" @default.
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