Expiration hour effect of futures and options markets on stock market : a case study on NSE
Year of publication: |
2011
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Authors: | Bhatt, Rajesh ; Maniar, Hiren M. ; Maniyar, Dharmesh M. |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 25.2011, 3, p. 863-882
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Subject: | Kalendereffekt | Calendar effect | Index-Futures | Index futures | Optionsgeschäft | Option trading | ARCH-Modell | ARCH model | Schätzung | Estimation | Indien | India | 2000-2006 |
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