Evolving Index Effect: NSE NIFTY50 Market Response

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This research explores the index effect, focusing on stock indices, rebalancing, and its implications globally. Using comprehensive data analysis and methodology, it investigates institutional ownership trends, including shifts by FIIs and MFs, and their impact on returns. Key findings highlight pre-announcement price effects, market maturity, and a declining index impact. Limitations are addressed, and future directions propose expanding datasets and studying algorithmic trading's role in...