{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T04:15:44Z","timestamp":1750220144735,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":36,"publisher":"ACM","license":[{"start":{"date-parts":[[2022,7,16]],"date-time":"2022-07-16T00:00:00Z","timestamp":1657929600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2022,7,16]]},"DOI":"10.1145\/3556089.3556146","type":"proceedings-article","created":{"date-parts":[[2022,11,30]],"date-time":"2022-11-30T22:51:32Z","timestamp":1669848692000},"page":"392-398","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":2,"title":["Causal Relationships of the Stock Market with other Asset Classes: An Indian Perspective"],"prefix":"10.1145","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-4359-3363","authenticated-orcid":false,"given":"Rajveer Samuel","family":"Rawlin","sequence":"first","affiliation":[{"name":"Department of Finance &amp; BFSI, M S Ramaiah Institute of Management, India"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-4487-5250","authenticated-orcid":false,"given":"Savitha Rani","family":"Ramachandran","sequence":"additional","affiliation":[{"name":"Department of Finance &amp; BFSI, M. S. Ramaiah Institute of Management, India"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"family":"Rekha","sequence":"additional","affiliation":[{"name":"Department of Finance &amp; BFSI, M. S. Ramaiah Institute of Management, India"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2022,11,30]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11518-018-5371-y"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.35940\/ijitee.K2304.0981119"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1002\/ijfe.1976"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.14453\/aabfj.v12i2.5"},{"key":"e_1_3_2_1_5_1","volume-title":"Megaravalli and Gabriele Sampagnaro","author":"Amith","year":"2018","unstructured":"Amith V. Megaravalli and Gabriele Sampagnaro . 2018 . Macroeconomic indicators and their impact on stock markets in ASIAN 3: A pooled mean group approach. Cogent Economics and Finance , 6(1). https:\/\/doi.org\/10.1080\/23322039.2018.1432450 10.1080\/23322039.2018.1432450 Amith V. Megaravalli and Gabriele Sampagnaro. 2018. Macroeconomic indicators and their impact on stock markets in ASIAN 3: A pooled mean group approach. Cogent Economics and Finance, 6(1). https:\/\/doi.org\/10.1080\/23322039.2018.1432450"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.31014\/aior.1992.03.02.239"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.5547\/01956574.39.SI1.scor"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.3390\/su13105669"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1080\/23322039.2020.1816257"},{"key":"e_1_3_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.13106\/jafeb.2020.vol7.no10.023"},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10586-018-2406-6"},{"issue":"6","key":"e_1_3_2_1_12_1","first-page":"165","article-title":"Long run dynamic relationships between oil prices, exchange rates, stock market and interest rate in Malaysia","volume":"7","author":"Nordin Sabariah","year":"2018","unstructured":"Sabariah Nordin , Afiruddin Tapa , and Hamdan Al-Jaifi . 2018 . Long run dynamic relationships between oil prices, exchange rates, stock market and interest rate in Malaysia . International Journal of Supply Chain Management , 7 ( 6 ), 165 - 176 . https:\/\/ojs.excelingtech.co.uk\/index.php\/IJSCM\/article\/view\/2733 Sabariah Nordin, Afiruddin Tapa, and Hamdan Al-Jaifi. 2018. Long run dynamic relationships between oil prices, exchange rates, stock market and interest rate in Malaysia. International Journal of Supply Chain Management, 7(6), 165-176. https:\/\/ojs.excelingtech.co.uk\/index.php\/IJSCM\/article\/view\/2733","journal-title":"International Journal of Supply Chain Management"},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1108\/SAJBS-06-2018-0062"},{"key":"e_1_3_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.5373\/JARDCS\/V11SP10\/20192891"},{"issue":"2","key":"e_1_3_2_1_15_1","first-page":"139","article-title":"Determinants of Indian stock market movements: An empirical study","volume":"18","author":"Varughese Ashish","year":"2021","unstructured":"Ashish Varughese and Ranjith M. Abraham . 2021 . Determinants of Indian stock market movements: An empirical study . SCMS Journal of Indian Management , 18 ( 2 ), 139 - 152 . https:\/\/www.scms.edu.in\/uploads\/journal\/April-June-2021.pdf Ashish Varughese and Ranjith M. Abraham. 2021. Determinants of Indian stock market movements: An empirical study. SCMS Journal of Indian Management, 18(2), 139-152. https:\/\/www.scms.edu.in\/uploads\/journal\/April-June-2021.pdf","journal-title":"SCMS Journal of Indian Management"},{"key":"e_1_3_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.32479\/ijeep.8802"},{"key":"e_1_3_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.najef.2019.01.019"},{"issue":"5","key":"e_1_3_2_1_18_1","first-page":"960","article-title":"Exchange Rate and the Current Account","volume":"70","author":"Dornbusch Rudiger","year":"1980","unstructured":"Rudiger Dornbusch and Stanley Fischer . 1980 . Exchange Rate and the Current Account . American Economic Review 70 ( 5 ), 960 \u2013 971 . Rudiger Dornbusch and Stanley Fischer. 1980. Exchange Rate and the Current Account. American Economic Review 70 (5), 960\u2013971.","journal-title":"American Economic Review"},{"key":"e_1_3_2_1_19_1","doi-asserted-by":"publisher","DOI":"10.2307\/1991374"},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.3390\/risks8030086"},{"key":"e_1_3_2_1_21_1","doi-asserted-by":"publisher","DOI":"10.17549\/gbfr.2019.24.4.24"},{"key":"e_1_3_2_1_22_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.resourpol.2019.01.004"},{"issue":"4","key":"e_1_3_2_1_23_1","first-page":"601","article-title":"Dynamic Relationship between Stock Index and Asset Prices: A Long-run Analysis","volume":"8","author":"Natarajan Vinodh K.","year":"2021","unstructured":"Vinodh K. Natarajan , Muhammad A. UL Haq , Farheen Akram , and Jayendira P. Sankar . 2021 . Dynamic Relationship between Stock Index and Asset Prices: A Long-run Analysis . Journal of Asian Finance, Economics and Business , 8 ( 4 ), 601 \u2013 611 . https:\/\/doi.org\/10.13106\/jafeb.2021.vol8.no4.0601 10.13106\/jafeb.2021.vol8.no4.0601 Vinodh K. Natarajan, Muhammad A. UL Haq, Farheen Akram, and Jayendira P. Sankar. 2021. Dynamic Relationship between Stock Index and Asset Prices: A Long-run Analysis. Journal of Asian Finance, Economics and Business, 8(4), 601\u2013611. https:\/\/doi.org\/10.13106\/jafeb.2021.vol8.no4.0601","journal-title":"Journal of Asian Finance, Economics and Business"},{"key":"e_1_3_2_1_24_1","doi-asserted-by":"publisher","DOI":"10.37418\/amsj.10.1.49"},{"key":"e_1_3_2_1_25_1","volume-title":"Swain","author":"Kumar Arya","year":"2019","unstructured":"Arya Kumar , Saroj K. Biswal , and Prafulla K . Swain . 2019 . A dynamic association between stock markets, Forex, gold and oil prices in Indian context. Revista ESPACIOS , 40(6). http:\/\/www.revistaespacios.com\/a19v40n06\/a19v40n06p20.pdf Arya Kumar, Saroj K. Biswal, and Prafulla K. Swain. 2019. A dynamic association between stock markets, Forex, gold and oil prices in Indian context. Revista ESPACIOS, 40(6). http:\/\/www.revistaespacios.com\/a19v40n06\/a19v40n06p20.pdf"},{"key":"e_1_3_2_1_26_1","doi-asserted-by":"publisher","DOI":"10.33182\/tmj.v9i3.1321"},{"key":"e_1_3_2_1_27_1","doi-asserted-by":"publisher","DOI":"10.14254\/2071-8330.2019\/12-3\/11"},{"key":"e_1_3_2_1_28_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.resourpol.2020.101971"},{"key":"e_1_3_2_1_29_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.qref.2020.03.004"},{"key":"e_1_3_2_1_30_1","volume-title":"Ether: Bitcoin's competitor or ally? Technical report","author":"Bouoiyour Jamal","year":"2017","unstructured":"Jamal Bouoiyour and Refk Selmi . 2017 . Ether: Bitcoin's competitor or ally? Technical report , July 2017. https:\/\/www.researchgate.net\/publication\/318635518 Jamal Bouoiyour and Refk Selmi. 2017. Ether: Bitcoin's competitor or ally? Technical report, July 2017. https:\/\/www.researchgate.net\/publication\/318635518"},{"key":"e_1_3_2_1_31_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-019-03255-6"},{"issue":"3","key":"e_1_3_2_1_32_1","first-page":"1792","article-title":"The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective","volume":"7","author":"Kurihara Yutaka","year":"2017","unstructured":"Yutaka Kurihara and Akio Fukushima . 2017 . The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective . Journal of Applied Finance and Banking , 7 ( 3 ), 1792 \u2013 6599 . http:\/\/www.scienpress.com\/Upload\/JAFB%2fVol%207_3_4.pdf Yutaka Kurihara and Akio Fukushima. 2017. The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective. Journal of Applied Finance and Banking, 7(3), 1792\u20136599. http:\/\/www.scienpress.com\/Upload\/JAFB%2fVol%207_3_4.pdf","journal-title":"Journal of Applied Finance and Banking"},{"key":"e_1_3_2_1_33_1","doi-asserted-by":"publisher","DOI":"10.2307\/2286348"},{"key":"e_1_3_2_1_34_1","doi-asserted-by":"publisher","DOI":"10.2307\/1912791"},{"key":"e_1_3_2_1_35_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913236"},{"issue":"17","key":"e_1_3_2_1_36_1","first-page":"1","article-title":"The Impact of Crude Price Shock on India's Current Account Deficit, Inflation and Fiscal Deficit","author":"Ghosh Saurabh","year":"2019","unstructured":"Saurabh Ghosh and Shekhar Tomar . 2019 . The Impact of Crude Price Shock on India's Current Account Deficit, Inflation and Fiscal Deficit . Mint Street Memo No. 17 , 1 \u2013 11 . Reserve Bank of India. Saurabh Ghosh and Shekhar Tomar. 2019. The Impact of Crude Price Shock on India's Current Account Deficit, Inflation and Fiscal Deficit. Mint Street Memo No.17, 1\u201311. Reserve Bank of India.","journal-title":"Mint Street Memo"}],"event":{"name":"ICEME 2022: 2022 13th International Conference on E-business, Management and Economics","acronym":"ICEME 2022","location":"Beijing China"},"container-title":["2022 13th International Conference on E-business, Management and Economics"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3556089.3556146","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3556089.3556146","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T18:59:59Z","timestamp":1750186799000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3556089.3556146"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,7,16]]},"references-count":36,"alternative-id":["10.1145\/3556089.3556146","10.1145\/3556089"],"URL":"https:\/\/doi.org\/10.1145\/3556089.3556146","relation":{},"subject":[],"published":{"date-parts":[[2022,7,16]]},"assertion":[{"value":"2022-11-30","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}