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A Study on Indian Stock Market Volatility

2025· article· en· W7125851304 on OpenAlexaff
Priya Singh, Alok Singh

Bibliographic record

VenueACADEMICIA An International Multidisciplinary Research Journal · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsLockheed Martin (Canada)
Fundersnot available
KeywordsVolatility (finance)Stock marketVolatility risk premiumVolatility swapVolatility smileImplied volatilityEquity (law)Stock (firearms)

Abstract

fetched live from OpenAlex

A major topic in financial economics, stock market volatility reflects the unpredictability, swings, and dynamic behaviour of security prices. Due to its integration with international financial systems, sensitivity to domestic macroeconomic developments, and predominance of retail investor participation, the Indian stock market—one of the biggest and fastest-growing among emerging economies—displays distinctive volatility patterns.The rate of inflation, economic crises, social and political factors, shifts in economic policy, economic indicators, and other factors are some of the causes of stock market volatility. Many measures are taken, such as margin trading, pre-open sessions, price bands, circuit breakers, etc., to reduce the impact that these factors cause. This study offers a theoretical investigation of the volatility of the Indian stock market, emphasising its causes, consequences, and connections to behavioural and macroeconomic variables.A theoretical and secondary research approach is used in this study. The study emphasises how domestic policy decisions, global shocks, sectoral movements, and investor sentiment shape volatility in the Indian context.In addition to highlighting the ways in which volatility interacts with economic fundamentals, this paper develops a broad theoretical framework that explains how volatility arises and endures in India's equity markets. It does this by drawing on theories of volatility modelling, efficient market hypothesis, behavioural finance, and global contagion perspectives.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.020
Threshold uncertainty score0.040

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.005
Science and technology studies0.0010.000
Scholarly communication0.0020.001
Open science0.0000.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.143
GPT teacher head0.413
Teacher spread0.269 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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