Do futures and options trading increase spot market volatility in India? : the case of S&P CNX Nifty
Year of publication: |
2010
|
---|---|
Authors: | Srinivasan, Palamalai |
Published in: |
International journal of business performance and supply chain modelling : IJBPSCM. - Genève [u.a.] : Inderscience Enterprises, ISSN 1758-9401, ZDB-ID 2523114-5. - Vol. 2.2010, 2, p. 134-145
|
Subject: | Derivat | Derivative | Optionsgeschäft | Option trading | Spotmarkt | Spot market | Volatilität | Volatility | Marktliquidität | Market liquidity | ARCH-Modell | ARCH model | Indien | India |
-
Wang, Kai-li, (2007)
-
Spot market and derivative segment of equity in India
Sharma, Dheeraj P., (2022)
-
Bullion futures effect on spot prices in India
Kirithiga, S., (2018)
- More ...
-
Behaviour of share prices in Indian commodity markets : a test of market efficiency
Srinivasan, Palamalai, (2011)
-
Determinants of foreigm institutional investment in India : an empirical analysis
Srinivasan, Palamalai, (2013)
-
Modeling and forecasting of time-varying conditional volatility of the Indian stock market
Srinivasan, Palamalai, (2015)
- More ...