Anomalies in Indian Stock Market

Abstract

The effect of market anomalies on different Stock Indices. Whether the Stock Indices are affected by the different effects like January Effect, March Effect and Day of the Weak Effect many more. Or there is an Arch-Garch Effect in the Stock Indices. With the data of different stock indices for last 10 years. We will find the Log Returns for all the Stock Indices. The next step would be to find the different effects in the Stock Indices. Then we will use Volatility models to find that whether the data has Arch-Garch and E-Garch Effect or not.