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Financial Management and Market Dynamics: An Empirical Analysis of Heteroscedasticity in India's Communication Sector
Abstract
This chapter seeks to shed light on how these dynamics impact investment choices and risk management inside the industry. Taking as example the stock prices of India's major communication companies, we use a comprehensive quantitative approach involving daily closing price data from 2020 to 2023. For market trends, stock relationships and long-term equilibriums we used descriptive statics analysis, covariance and correlation testing as well the Unrestricted Cointegration Rank Test; for volatility patterns of investors' behavior in various situations based on rolls over changed time periods ARMA Maximum Likelihood modelling. Using a range of econometric techniques we gain an insightful feel for the market dynamic behind this industry. Our findings show great fluctuations in stock returns, that major telecom stocks don't exist as a long-term cointegrated group, and historical data doesn't give us much to go on for investment purposes. These findings argue in favor of a more active form of risk management and also for interdisciplinary analysis to guide the process.
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