Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market
Year of publication: |
2008-08-01
|
---|---|
Authors: | Bhaumik, S. ; Karanasos, M. ; Kartsaklas, A. |
Institutions: | William Davidson Institute, University of Michigan |
Subject: | derivatives trading | emerging markets | long-memory | range-based volatility | value of shares traded |
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