Price discovery in Indian stock index futures market : new evidence based on intraday data
Year of publication: |
2017
|
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Authors: | Inani, Sarveshwar Kumar |
Published in: |
International journal of Indian culture and business management. - Genève : Inderscience Enterprises, ISSN 1753-0806, ZDB-ID 2422766-3. - Vol. 14.2017, 1, p. 23-43
|
Subject: | price discovery | vector error correction model | VECM | Johansen cointegration | component share | information share | modified information share | common factor methods | futures market | Kointegration | Cointegration | Börsenkurs | Share price | Index-Futures | Index futures | Schätzung | Estimation | Derivat | Derivative |
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