Mispricing in single stock futures : empirical examination of Indian markets
Year of publication: |
2019
|
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Authors: | Shankar, R. L. ; Sankar, Ganesh ; Kiran, Kumar K. |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 7, p. 1619-1633
|
Subject: | liquidity | mispricing in futures | SETAR | short sales | volatility | Indien | India | Volatilität | Volatility | Derivat | Derivative | Börsenkurs | Share price | Futures | Liquidität | Liquidity |
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