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Estimating the optimal hedge ratio in the Indian equity futures market

Gupta, Kapil; Singh, Balwinder - In: The ICFAI university journal of financial risk … 6 (2009) 3/4, pp. 38-98

Persistent link: https://www.econbiz.de/10003949536

Investigating the price discovery efficiency of Indian equity futures market

Gupta, Kapil; Singh, Balwinder - In: Paradigm : the journal of Institute of Management Technology 10 (2006) 2, pp. 33-45

Persistent link: https://www.econbiz.de/10003510205

Estimating the Optimal Hedge Ratio in the Indian Equity Futures Market

Gupta, Kapil - 2010

The present study attempts to suggest an optimal hedge ratio for Indian traders through the examination of three indices, i.e., Nifty, Bank Nifty and CNXIT, and 84 most liquid individual stock futures traded on the National Stock Exchange of India, over the sample period January 2003 to December...

Persistent link: https://www.econbiz.de/10013149422

Examining the impact of structural breaks on price discovery efficiency : evidence from the Indian equity futures market

Kumar, Adish; Gupta, Kapil - In: Copernican Journal of Finance & Accounting : CJF&A 10 (2021) 4, pp. 79-96

Persistent link: https://www.econbiz.de/10013165214

Estimating hedging effectiveness using variance reduction and risk-return approaches : evidence from national stock exchange of India

Kaur, Mandeep; Gupta, Kapil - In: Copernican Journal of Finance & Accounting : CJF&A 8 (2019) 4, pp. 149-169

Persistent link: https://www.econbiz.de/10012242114

Return, volume and volatility relationship in the Indian stock market : pre- and post-automation analysis

Mahajan, Sarika; Singh, Balwinder - In: Praj̄nȧn : journal of social and management sciences 41 (2013) 4, pp. 343-352

Persistent link: https://www.econbiz.de/10009748412

Return, volume and volatility relationship in the Indian stock market : a pre and post futures analysis

Mahajan, Sarika; Singh, Balwinder - In: Finance India : the quarterly journal of Indian … 26 (2012) 1, pp. 163-186

Persistent link: https://www.econbiz.de/10009583124