Investigating impact of financial stress on FII flows in Indian equity market

The present study attempts to capture the impact of financial stress prevailing in the Indian as well as US financial system on FII flows in the Indian equity market by employing logistic regression model. The span of monthly data ranges from 2004 to 2014. Owing to non-existence of any standardized...

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Autores principales:	Amanjot Singh, Manjit Singh
Formato:	article
Lenguaje:	EN
Publicado:	Taylor & Francis Group 2016
Materias:	financial stress fii india logit logistic regression us Business HF5001-6182 Management. Industrial management HD28-70
Acceso en línea:	https://doaj.org/article/bb5fd8f117d74659b5c4e2b323b72ce5
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spelling	oai:doaj.org-article:bb5fd8f117d74659b5c4e2b323b72ce52021-12-02T14:07:32ZInvestigating impact of financial stress on FII flows in Indian equity market2331-197510.1080/23311975.2016.1190263https://doaj.org/article/bb5fd8f117d74659b5c4e2b323b72ce52016-12-01T00:00:00Zhttp://dx.doi.org/10.1080/23311975.2016.1190263https://doaj.org/toc/2331-1975The present study attempts to capture the impact of financial stress prevailing in the Indian as well as US financial system on FII flows in the Indian equity market by employing logistic regression model. The span of monthly data ranges from 2004 to 2014. Owing to non-existence of any standardized index, the study firstly constructs Indian Financial Stress Index. The empirical results have established that with an increase in financial stress in the Indian and US financial system, probability of positive FII flows reduces and consequently the probability of negative flows increases. The results are critically important for the international as well as Indian investors.Amanjot SinghManjit SinghTaylor & Francis Grouparticlefinancial stressfiiindialogitlogistic regressionusBusinessHF5001-6182Management. Industrial managementHD28-70ENCogent Business & Management, Vol 3, Iss 1 (2016)
institution	DOAJ
collection	DOAJ
language	EN
topic	financial stress fii india logit logistic regression us Business HF5001-6182 Management. Industrial management HD28-70
spellingShingle	financial stress fii india logit logistic regression us Business HF5001-6182 Management. Industrial management HD28-70 Amanjot Singh Manjit Singh Investigating impact of financial stress on FII flows in Indian equity market
description	The present study attempts to capture the impact of financial stress prevailing in the Indian as well as US financial system on FII flows in the Indian equity market by employing logistic regression model. The span of monthly data ranges from 2004 to 2014. Owing to non-existence of any standardized index, the study firstly constructs Indian Financial Stress Index. The empirical results have established that with an increase in financial stress in the Indian and US financial system, probability of positive FII flows reduces and consequently the probability of negative flows increases. The results are critically important for the international as well as Indian investors.
format	article
author	Amanjot Singh Manjit Singh
author_facet	Amanjot Singh Manjit Singh
author_sort	Amanjot Singh
title	Investigating impact of financial stress on FII flows in Indian equity market
title_short	Investigating impact of financial stress on FII flows in Indian equity market
title_full	Investigating impact of financial stress on FII flows in Indian equity market
title_fullStr	Investigating impact of financial stress on FII flows in Indian equity market
title_full_unstemmed	Investigating impact of financial stress on FII flows in Indian equity market
title_sort	investigating impact of financial stress on fii flows in indian equity market
publisher	Taylor & Francis Group
publishDate	2016
url	https://doaj.org/article/bb5fd8f117d74659b5c4e2b323b72ce5
work_keys_str_mv	AT amanjotsingh investigatingimpactoffinancialstressonfiiflowsinindianequitymarket AT manjitsingh investigatingimpactoffinancialstressonfiiflowsinindianequitymarket
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Investigating impact of financial stress on FII flows in Indian equity market

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