"Expiration hour effect of futures and options markets on stock market" : a case study on NSE (National Stock Exchange of India)
Hiren M. Maniar; Rajesh Bhatt; Dharmesh M. Maniyar
| Year of publication: |
2009
|
|---|---|
| Authors: | Maniar, Hiren M. ; Bhatt, Rajesh ; Maniyar, Dharmesh M. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 18.2009, 3, p. 381-391
|
| Subject: | Index-Futures | Index futures | Aktienoption | Stock option | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Indien | India | 2003-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Retraction notice enth. in: Vol. 30.2014, (March), S. 149 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003881617