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(
    [id] => 7706
    [paper_index] => EW201811-13-002625
    [title] => IMPACT OF DEMONETIZATION ON INDIAN STOCK MARKET-USING SHARPE’S SINGLE INDEX MODEL
    [description] => <ol>
	<li>Angelin Kiruba and Vasantha (2018) &ldquo;Impact of Demonetization on Stocks Market in Indian Industries.&rdquo;&nbsp; International Journal of Pure and Applied Mathematics Vol.118 (5), pp. 99-115.</li>
	<li>Pranjal Agrawal and Sangeetha (2019) &ldquo;Impact of Demonetisation on Indian Stock Market.&rdquo;&nbsp; International Journal of Multidisciplinary Vol. 4(2), pp. 633-638.</li>
	<li>Divya and Sharon Sophia (2017) &ldquo;Impact of Demonetization on Stock Market Return (A Study on Top Ten Software Companies).&rdquo; Amity Journal of Finance Vol.2 (2), pp.14-34.</li>
	<li>Mohd. Taqi, Mohd. Shamim Ansar and Mohd Ajmal (2018) &ldquo;Demonetization and its Impact on Indian Capital Market.&rdquo; Pacific Business Review International Volume 11 (3), pp. 51-58.</li>
	<li>Chellasamy and Anu (2017) &ldquo;Impact of Demonetisation on Indian Stock Market: With Special Reference to Sectoral Indices in National Stock Exchange of India.&rdquo; Journal of Economics and Finance Vol.8 (3), pp. 51-54.</li>
	<li>Bharadwaj, Mohith, Pavithra and Ananth (2016) &ldquo;Impact of Demonetization on Indian Stock Market&rdquo; International Journal of Management (IJM) Volume 8 (3), pp.75&ndash;82.</li>
	<li>Tanuj Nandani,Nivedita Srivastava (2017) &ldquo;Construction of Optimal Portfolio Usiing Sharpe&rsquo;s Single Index Model: An Empirical study on Nfty 50 Stocks.&rdquo; Journal of Management Research and Analysis Vol. 4(2), pp.74-83.</li>
	<li><a href="http://www.nseindia.com">www.nseindia.com</a></li>
</ol>

    [author] => Dr. R. Nalini
    [googlescholar] => https://scholar.google.co.in/citations?user=KeqZGcIAAAAJ&hl=en
    [doi] => 
    [year] => 2019
    [month] => September
    [volume] => 7
    [issue] => 9
    [file] => eprapub/EW201811-13-002625.pdf
    [abstract] => <p>Demonetization has affected the Indian stock market.&nbsp; Investors in stock market face two types of risk: systematic and unsystematic risk. The risk faced by investors due to demonetization represents systematic risk spread across the Indian stock market. The effect is experienced by the Indian investors on the changes in stock prices immediately on certain stocks and on the returns in the medium term and long term.&nbsp; This research paper is an attempt to measure the returns of selected stocks in NSE using Holding Period of Return and CAPM Model in the pre and post demonetization.&nbsp; The impact of demonetization on stock prices of selected sectors in NSE is studied applying Sharpe&rsquo;s Single Index Model in portfolio construction with demonetization as key factor. The study uses stock prices of five selected sectors, Information Technology, Real Estate, Automobiles, FMCG and Banking sectors. Five companies from each sector were considered for this study. Sharpe&rsquo;s Single Index Model was applied for an optimal portfolio construction to analyse the impact of demonetization during the pre and post demonetization period.</p>

<p><strong>KEYWORDS: </strong>Demonetization, CAPM Model, Sharpe&rsquo;s single index model, systematic risk and unsystematic risk, NSE.</p>

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    [journal_id] => 4
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    [is_status] => 1
    [journalname] => EPRA International Journal of Economic and Business Review(JEBR)
    [short_code] => IJES
    [eissn] => 2347-9671 (O), 2349-0187(P)
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    [home_page_wrapper] => images/products_image/12.JEBR.png
)
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