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Abstract
An analysis of abnormal shifts in NIFTY 50 index using a non mesokurtic distribution
By Radhalakshmi K N
Indian School of Business
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Abstract
The ups and downs in trading and the resulting variations in financial markets are stochastic in nature, giving a pivotal role for Statistics in financial market analysis. An appropriate statistical analysis of the financial market helps investors to judiciously trade and keep the economy in balance. Studying the effects of various events on market data involves the right choice of statistical distribution to the data. This paper is an attempt to identify the most important events that significantly inflate or deflate the Nifty 50 index of the Indian stock market through a non mesokurtic distribution.
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