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Abstract
This study covers that the relationship between beta and return, for bonds & equity in international stock exchanges with their stock movements from 2011-17. The study analyses indices of 10 leading international stock exchanges for the period 2011-17 – NYSE, HSE, BSE, etc. Risk, returns and coefficient of variation for theses indices are calculated and hypothesis testing using ANOVA – 2-way method is conducted. Bond & equity segments of these leading stock exchanges and their movements from 2011-17 are the focus of this study. From the study the returns of Shenzhen Stock exchange are more in Bond market and in equity market Bolsa Stock Exchange is higher and they are continuously rising in their returns. According to data analysis we can say that no stock exchange is similar they are different from each other across the world from the period 2011-17. Bonds and equity markets also different from each other in the period of 2011-17. It says that all the markets are different based on their risk, return and consistency. Main limitation of the study is some of the stock exchanges could not be considered due to unavailability of data.