-run volatility in the spot market increases; Paudyal et al. (2005). Harris (1989) finds that increased volatility in the spot market …, listed on NSE for the period August 2005 to May 2008. Using Hoadley Options, volatility modeled by GARCH (1, 1) is estimated …. Considering both volume and volatility, mixed evidences are witnessed. Futures introduction has some stabilizing effect on large …

aftermath of the Southeast Asian crisis, the limitation of the liberal capital regime for a developing country like India is … often highlighted in the literature. However, the probable impact of introducing KAC on CAB in India generally is discussed … theoretically. Though some of the existing studies in India have earlier focused on this research question, they have done so by …

The purpose of this paper is to examine the progress in socioeconomic conditions across the major states of India by …

The purpose of this paper is to investigate the volatility impacts of the suspension of a call auction system by the … National Stock Exchange of India (NSE) in June 1999, thus extending prior empirical work relating to this area. The realised … volatility on NSE is compared with that of the Bombay Stock Exchange using two volatility proxies: modulus of log returns and …

of bankruptcies. In this framework, we find that stock market volatility may damage the real economy if the stock market … is too relevant. In particular, an increase of volatility worsens the economic performance through the stock market …