Extrapolative Expectations and Behavioral Latency in Indian Capital Markets — Research Data

Description

This dataset contains the research data used in the study “Extrapolative Expectations and Behavioral Latency in Indian Capital Markets.” It combines monthly Systematic Investment Plan (SIP) flow data with NIFTY 50 Total Return Index (TRI) data to examine the relationship between investor expectations, market performance, and behavioral latency in the Indian capital market. The dataset includes monthly SIP flows, NIFTY 50 TRI levels and returns, and a merged analytical dataset used for statistical analysis. The files are provided to support transparency, reproducibility, and further research into investor behavior and market dynamics in India.

Institutions

• University of Mumbai

  Maharashtra, Mumbai

Categories

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