Futures expiration day effects on spot market volatility : evidence from the NSE
P. Sakthivel and B. Kamaiah
Year of publication: |
2008
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Authors: | Sakthivel, P. ; Kamaiah, B. |
Published in: |
The Asian economic review : journal of the Indian Institute of Economics. - Hyderabad : Indian Institute of Economics, ISSN 0004-4555, ZDB-ID 410142x. - Vol. 50.2008, 3, p. 571-585
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