investigate the impact of index futures trading on the volatility of the spot market in China. Our three main findings are as … follows: (1) the launch of index futures does not decrease the volatility of the spot market; (2) there is a decrease in …

-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 …

A significant increase in the level and volatility of many commodity prices over the past decade has led to a debate … level and volatility of commodity prices. The available evidence suggests that while financial investors can affect the … short-run price dynamics for some commodities, the level and volatility of commodity prices appear to be primarily …

In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …

Purpose – The purpose of this paper is to examine the impact of the future of trading on volatility as well as the … efficiency of the stock market of BRIC (Brazil, Russia, India and China) countries. This study also investigates the presence of … IBrx-50 for Brazil, RTSI for Russia, Nifty for India and CSI300 for China to represent the stock market of BRIC countries …

and contrasted with the transformation of India and Pakistan. It then calculates and compares the three countries …’ macroeconomic volatility and uncertainty for the observation period (1980-2010), using unbiased volatility and uncertainty measures … 2000s). It shows, for example, that Bangladesh’s GDP volatility and uncertainty have been increasing over time. Reflecting …

allocation framework where the empirical results are equity-like returns with volatility, Sharpe ratio and drawdown. In this …-of-sample forecasting ability, given the growth potential of markets of India in the eyes of global investors. Empirical results indicate …

The relationship between trading activity, volatility and transaction cost using a three-equation structural model for …

acquisition strategy. Design/methodology/approach – A total of 360 firms across fast growing sectors in India, namely automobile … volatility and business group affiliation are statistically significant determinants of the firm's acquisition decision. Earnings … volatility follows inverted “U” curvilinear relationship with a firm's propensity to bid for acquisition and business group …