Year: 2025
Type: article
Abstract: This study examines the impact of Foreign Institutional Investors (FIIs) and Domestic Institutional Investors (DIIs) on Nifty 50 index performance over a ten-year period (2015-2024). Statistical tools such as correlation analysis, regression models, Granger causality, and GARCH are used to evaluate their influence on market movement and volatility. The analysis reveals that FIIs have a significant effect on Nifty 50 returns, while DIIs act as counterbalancing participants without significant directional impact. India VIX, used to measure market volatility, indicates persistence in risk sentiment but does not directly influence institutional flows. These findings offer valuable insights for investors, analysts, and policymakers seeking to understand institutional behaviour in the Indian stock market.
Author: Aditya Gundiba Pawar
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: diamond
OpenAlex ID: W4410189889