Analysis of comparative performance of Indian and other emerging stock markets

The stock market is witnessing heightened activities and is increasingly gaining importance. The aim of the paper is to find out the average return given by the emerging equity markets of Bangladesh (DSEX),Brazil (IBOVESPA), China(Shanghai SE), Egypt(EXG 30), India (SENSEX), Indonesia(Jakarta composite index), Philippines(PSEI), Russia(MICEX), South Africa(Jalsh Index), Turkey(XU 100) over the period of study, the risk associated with the return and volatility of the return of the ten selected emerging equity markets in the world including Indian stock market.