*Maharaja Agrasen College, Delhi University, Delhi, India
**IILM Graduate School of Management, Greater Noida, India
Online published on 25 May, 2016.
Price volatility at the opening of any market is driven by forces outside the regular trading session and predicting the exact opening price of any market is very difficult. In this paper an attempt has been made to predict the percentage change in the opening price of the Indian Market, represented by BSE, by using the multiple linear regression, taking the other major Asian markets as the independent variables.
Correlation co-efficient, ADF, t-test, regression, ANOVA
