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Futures expiration day effects on spot market volatility : evidence from the NSE
Sakthivel, P.; Kamaiah, Bandi - In: The Asian economic review : journal of the Indian … 50 (2008) 3, pp. 571-585
Persistent link: https://www.econbiz.de/10003836302
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Evidence of informed trading in single stock futures market in the national stock exchange of India ltd.
Sadath, Anver; Kamaiah, Bandi - In: Indian journal of economics & business : IJEB 8 (2009) 2, pp. 387-394
Persistent link: https://www.econbiz.de/10003940488
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The effect of derivative trading on volatility of underlying stocks : evidence from the NSE
Sakthivel, P.; Kamaiah, Bandi - In: Indian journal of economics & business : IJEB 10 (2011) 4, pp. 511-531
Persistent link: https://www.econbiz.de/10009491428
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Futures Trading and Spot Market Volatility : A Case of S&P CNX Nifty Index
Kamaiah, Bandi - 2010
An attempt is made here to investigate the relationship between stock market volatility and trading activity (trading volume and open interest) in Nifty futures market using the GARCH framework. The study uses daily closing price of Nifty and trading volume, and open interest for Nifty index...
Persistent link: https://www.econbiz.de/10013144796