International Journals

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Author: search.filters.author.R.K., SudhamathiHas files: Yes

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    An Analysis on Performance of Exchange Traded Funds
    (International Journal of Latest Technology in Engineering, Management & Applied Science, 2014-11) S., Poornima; R.K., Sudhamathi
    The article attempts to analysis the performance of Exchange traded funds listed with national stock exchange. The analysis shows that almost all the ETF produces an attractive return. Choosing right ETF will enable the investors to achieve good return.
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    Impact of Union Budget 2018 on Volatility of Indian Stock Market
    (PRERANA: Journal of Management Thought and Practice, 2018-09) R.K., Sudhamathi
    Volatility indicates the strength behind the price movement of financial assets. Greater the volatility, greater will be the variations in the price of various financial assets and risk thereon. Volatility in price movements of the financial assets will affect the economy and investors favorably and adversely as well. The study on volatility becomes more important due to the interdependence of the national stock market and stock with the rest of the world markets. In this article an attempt has been made to study the volatility that existed in the Indian stock market during the Union Budget 2018. The study attempts to analyze the impact of volatility on the risk and return of share price movements. To analyze the volatility during Union Budget 2018 price movements of various BSE Indices one month prior to the announcement of the budget and one month after the announcement of the budget were taken. The indices taken for the study are broad market index namely BSE SENSEX, Indices representing Large, medium and small capital companies namely BSE Large cap, BSE Midcap and BSE Small cap and indices of different sectors were taken for the study. The study results show that volatility has affected the return and risk of various indices adversely after the budget when compared to before the budget.
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    AN EMPIRICAL STUDY ON RELATIONSHIP BETWEEN EXCHANGE RATE AND SECTORAL INDICES IN BSE
    (CIKITUSI JOURNAL FOR MULTIDISCIPLINARY RESEARCH, 2019-05) R.K., Sudhamathi; M., Ganeshwari
    The present study focuses on the relationship between exchange rate and sectoral indices listed in Bombay Stock Exchange(BSE) over the period 1.4.2015-31.3.2018. To analyse the sectoral relationship with exchange rate and vice versa, the ADF test, Johansen cointergartion, Granger Causality test and Correlation is applied for the study. The study found that exchange-rate changes have negative effects on some sectors but positive effects on others. Import intensive sectors like Bank, Auto, FMCG, Metal, infrastructure, IT, Oil& gas, realty and TECK responded negatively to the weakening rupee. Further, the study suggests individual and institutional investors to diversify their portfolio and can enjoy with handsome return from the market.
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    A Review on the Rising Significance of Algo Trading (AT): The Hot Talk of the Financial Town
    (International Journal of Management, Technology And Engineering, 2019-05) S. R., DeepikaI; R.K., Sudhamathi
    The impact of our new age has been most intensely felt in the two fields of globalization and automation and trading is no exemption. Algorithmic Trading (AT) in India has picked up in leaps and bounds. With nearly 50% of trading volume in India coming from algo traders it has become vital to understand it completely. Each time an order is placed in the stock exchange; there is a 50% chance that a machine would make the other side of the order decision. Algorithmic or Algo trading (AT) and High Frequency Trading (HFT) are now the hot talk of the financial town. Trading that takes place on an automated level is called AT. Computers are given specific commands to follow (algorithms) and make trades at large volumes and high speeds. Automation of the trading process improves the efficiency of market, rectifies pricing anomalies and improves liquidity in the market. In the US and other developed markets, HFT and AT constitute 70% of equities market share. Over the past few years the share of AT in turnover of the Indian stock exchange has grown drastically. AT and HFT in India across the cash and derivatives market as a percentage of total turnover has increased up to 49.8% in eight years from merely 9.26% (average) in 2010. Market regulator SEBI recently strengthened the framework for AT, making its acceptance more pervasive. SEBI‟s recent announcement on steps for strengthening algo trading through shared co-location has boosted the sentiments of algo solutions providers. However it is found that there is a dearth of academic research in this area of study and thus this paper aims at elaborating the evolution of AT in the Indian equity market and its significant progress, the pros and cons of AT, future prospects and the regulations of SEBI. The paper also reviews academic research articles on this area of study and investigates the scope for further research in the field of AT.