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Record W7155226301 · doi:10.15680/ijirset.2023.1209112

A Comparative Analysis of the S&P Bse Sensex and Global Stock Indices: Implications for Portfolio Diversification

2023· article· W7155226301 on OpenAlex
Dr. B Vasantha Lakshmi, Mohammed Irfan

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Journal of Innovative Research in Science Engineering and Technology · 2023
Typearticle
Language
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsStock exchangeDiversification (marketing strategy)Stock (firearms)Stock market indexPortfolioEmerging marketsFinancial marketIndex (typography)

Abstract

fetched live from OpenAlex

In an era of increasing financial globalization, the degree of co-movement between international stock markets has become a critical factor for portfolio managers and individual investors. This study investigates the correlation between India’s S&P BSE SENSEX and five prominent global indices: NASDAQ (USA), Karachi Stock Exchange (KSE - Pakistan), Philippine Stock Exchange Index (PSEI), Toronto Stock Exchange (TSX - Canada), and the MSC Thailand Index. Utilizing historical daily closing prices from January to March 2024, the research employs Pearson’s correlation coefficient to determine the strength and direction of these relationships. The findings reveal a moderate positive correlation (0.493) with the NASDAQ, suggesting that while Indian markets are influenced by global tech trends, they still offer significant diversification benefits. Conversely, relationships with other regional indices like MSC Thailand were found to be weaker, highlighting the importance of geographical diversification. The paper concludes with strategic recommendations for risk management in volatile global environments.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation 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 score0.310
Threshold uncertainty score0.913

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0060.019
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.169
GPT teacher head0.417
Teacher spread0.248 · 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