This paper scrutinizes the Indian stock market performance after the central government?s announcement of lockdown on March 22, 2020 due to the Covid-19 pandemic. The lockdown had different impacts on varied sectors which were considered for the study, namely, banking, oil and gas, healthcare, capital goods, Fast Moving Consumer Durables (FMCD), and small-cap and mid-cap segments. The data was collected from BSE indexes, and an event study with estimation window from May 14, 2019 to March 5, 2020, a period of 201 market working days, was considered. The findings reveal that small-cap, mid-cap, FMCD and healthcare sectors were most impacted by the nationwide lockdown and thus had abnormal returns, while the impact on other sectors like banking, oil and gas, and capital goods was not significant.

The paper assesses the impact of various components of working capital management on firm profitability. The study is based on secondary financial data of 122 listed firms on BSE 200 Dollex index, covering a period of 10 years from 2011-2020. This study uses panel data analysis with fixed effects model and random effects model. The Hausman test represents the goodness of fit of the model. Finally, the results reveal that there exists a significant negative relationship between the components of working capital management and profitability. The study found that cash conversion cycle and inventory conversion period have a significantly negative relationship with firm profitability, whereas receivables collection period and accounts payable period have an insignificant relationship.

This paper examines the impact of Foreign Institutional Investors (FIIs) on the Indian stock market. Secondary data was collected for a period of 15 years from 2006-07 to 2021-2022 and analyzed using descriptive statistics, correlation matrix, multiple regression and structural equation model. Descriptive statistics shows that the mean of Sensex is very high, followed by equity flow, debt, debt-VRR and hybrid. The highest variance has been found in equity, followed by debt, hybrid, Sensex and debt-VRR. Skewness is the highest in debt-VRR, followed by hybrid, debt, Sensex and equity. Sensex has a negative and insignificant relationship with equity flow, whereas debt-VRR has a positive and significant relationship at 10% level of significance. Hybrid and debt have a significant relationship. Multiple regression model has been used to examine the impact of FIIs on Sensex. The dependent variable is Sensex and the independent variables are equity, debt, hybrid and debt-VRR. The regression model indicates that adjusted R2 is 0.154, which means that all independent variables have caused 15.40% variance in Sensex during the study period. However, all the independent variables have insignificantly impacted Sensex.

The Covid-19 pandemic has impacted every industrial segment of the world. This paper analyzes the performance of various Nifty sectoral indices in India during the peak pandemic period. The main objective of the study is to analyze as to which industrial sector was the worst affected in India from March 2020 to May 2021. The major stock market sectoral indices have been used to check the performance of various industrial sectors. Descriptive research design has been applied on daily closing nifty sectoral indices data. The results reveal that during the period of the study, the investors who had invested in metal, pharma and IT sectors received the maximum returns, while those who had invested in financial services, FMCG and private banks received the minimum returns.