I would like to test the relationship and impact of FIIs investment of particular company on company's equity price and also want to know the impact of FIIs investment on Stock Index. Pls suggest me, what are the statistical tools good for conduct? I am using 10 years data.
Thank you,
Initially, you can run a multivariate regression exercise keeping Company's equity price as the dependent variable and FIIs investment as an independent variable along with some other important variables like company's profit, operating capital, overhead cost etc. For 10 yrs. data and 5-6 indep. vars. you will have more than 50 data points for a particular firm and expect to get a good result on regression and test the significance. If you have such data for a large no. of firms, then running panel regression will be a better exercise. if FII shows significant coefficient, then you can conclude that it has a definite impact. Similar exercise can be carried out for Stock Index by proper modelling.
Dear Munji Shanmukharao
Greetings,
Please see the attached file about your topic may be useful for you and related for your topic .
Best Regards
Research A Study to Analyze Impact of Selected Tools of Fundamental A...
You can refer the above paper too @munji shanmukharao
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