THE IMPACT OF MARKET EVENT IN EQUITY TRADING

  • Unique Paper ID: 174896
  • PageNo: 1153-1158
  • Abstract:
  • The stock market is exceptionally fluid, shaped by a multitude of economic, political, and corporate developments. This research paper, titled "The Effects of Market Events on Equity Trading," investigates how significant market occurrences influence equity trading, stock valuations, and investor behavior. The analysis utilizes an event study methodology (ESM) to examine abnormal returns of stock prices in relation to notable events, including shifts in economic policy, announcements of corporate earnings, political changes, and global crises. By leveraging historical data from the National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE) spanning from 2014 to 2024, the study uncovers trends in market reactions. Results indicate that corporate earnings releases and economic data disclosures are crucial in shaping trading choices, while political developments and global crises also contribute to market volatility. Furthermore, the research indicates that traders implement various risk management techniques, such as stop-loss orders and portfolio diversification, to reduce uncertainty. Despite some limitations, such as unpredictable investor behaviors and external market influences, this study offers valuable insights into the complexities of equity trading. It aids investors, analysts, and policymakers in gaining a better understanding of market fluctuations and formulating strategies to effectively navigate market uncertainties. Future inquiries may concentrate on the incorporation of artificial intelligence and algorithmic trading systems to improve the precision of forecasts regarding market reactions.

Copyright & License

Copyright © 2026 Authors retain the copyright of this article. This article is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

BibTeX

@article{174896,
        author = {VIVEK VANIK and jash vadher},
        title = {THE IMPACT OF MARKET EVENT IN EQUITY TRADING},
        journal = {International Journal of Innovative Research in Technology},
        year = {2025},
        volume = {11},
        number = {11},
        pages = {1153-1158},
        issn = {2349-6002},
        url = {https://ijirt.org/article?manuscript=174896},
        abstract = {The stock market is exceptionally fluid, shaped by a multitude of economic, political, and corporate developments. This research paper, titled "The Effects of Market Events on Equity Trading," investigates how significant market occurrences influence equity trading, stock valuations, and investor behavior. The analysis utilizes an event study methodology (ESM) to examine abnormal returns of stock prices in relation to notable events, including shifts in economic policy, announcements of corporate earnings, political changes, and global crises.
By leveraging historical data from the National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE) spanning from 2014 to 2024, the study uncovers trends in market reactions. Results indicate that corporate earnings releases and economic data disclosures are crucial in shaping trading choices, while political developments and global crises also contribute to market volatility. Furthermore, the research indicates that traders implement various risk management techniques, such as stop-loss orders and portfolio diversification, to reduce uncertainty.
Despite some limitations, such as unpredictable investor behaviors and external market influences, this study offers valuable insights into the complexities of equity trading. It aids investors, analysts, and policymakers in gaining a better understanding of market fluctuations and formulating strategies to effectively navigate market uncertainties. Future inquiries may concentrate on the incorporation of artificial intelligence and algorithmic trading systems to improve the precision of forecasts regarding market reactions.},
        keywords = {},
        month = {April},
        }

Cite This Article

VANIK, V., & vadher, J. (2025). THE IMPACT OF MARKET EVENT IN EQUITY TRADING. International Journal of Innovative Research in Technology (IJIRT), 11(11), 1153–1158.

Related Articles