HUNG, MAO-WEI; SO, LEH-CHYAN - Volkswirtschaftliche Fakultät, … - 2009
indicated that both the Badla mechanism and the introduction of SSFs seem to have contributed to the higher volatility of the …This study investigates correlations between India’s bustling single stock futures (SSFs) and its peculiar Badla … mechanism. Data from the world’s most active SSF market, the National Stock Exchange (NSE) of India, are used. The results …