Kumar, Satish - In: International Journal of Managerial Finance 13 (2017) 1, pp. 91-104
) and trading volume in the Indian currency futures market for selected currency pairs; USD-INR, EUR-INR, GBP-INR and JPY … from National Stock Exchange of India Limited which represents the daily settlement prices along with trading volume. The … contemporaneous returns-volume relation is tested using the generalized method of moments, and Granger-causality framework impulse …