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What drives the off-shore futures market? : evidence from India and China

Kumar, S. S. S.; Sampath, Aravind - In: Finance research letters 30 (2019), pp. 394-402

Persistent link: https://www.econbiz.de/10012420921

Volatility-volume causality across single stock spot-futures markets in India

Jain, Anshul; Biswal, Pratap Chandra; Ghosh, Sajal - In: Applied economics 48 (2016) 34/36, pp. 3228-3243

Persistent link: https://www.econbiz.de/10011617173

Bullion futures effect on spot prices in India

Kirithiga, S.; Naresh, G.; Thiyagarajan, S. - In: International journal of business excellence 14 (2018) 3, pp. 319-338

Persistent link: https://www.econbiz.de/10011954124

Time-variation in response of inflation to monetary policy shocks in India : evidence from TVP-VAR models

Kumawat, Lokendra - In: Indian economic review : official journal of Delhi … 59 (2024) 1, pp. 233-248

Persistent link: https://www.econbiz.de/10015080082

Intraday trading activity and volatility : evidence from energy and metal futures

Rajvanshi, Vivek - In: The IUP journal of applied finance : IJAF 20 (2014) 2, pp. 57-74

Persistent link: https://www.econbiz.de/10010360481

Intraday Trading Activity and Volatility : Evidence from Energy and Metal Futures

Rajvanshi, Vivek - 2014

relationship between trading volume and price volatility, and the Sequential Information Arrival Hypothesis (SIAH), which argues … that information arrives sequentially in the market and there would be a lead-lag relationship between volatility and … effect of trading numbers and order imbalance on volatility. We find that trading numbers explain the volume-volatility …

Persistent link: https://www.econbiz.de/10013045841

Do efficient commodity markets co-move : evidence from Indian base metals market

Shahani, Rakesh; Singhal, Utkarsh - In: Mineral economics : raw materials report 36 (2023) 3, pp. 413-425

Persistent link: https://www.econbiz.de/10014372739

The volatility of returns from base metal futures market : evidence from India

Samal, Laxmidhar; Das, Sudhansu Kumar - In: The Indian journal of economics 103 (2023) 410,3, pp. 537-557

Persistent link: https://www.econbiz.de/10014503206

Effect of futures trading on spot price volatility: evidence for NSE Nifty using GARCH

Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 1 (2008) 2, pp. 140-150

Persistent link: https://www.econbiz.de/10003787139

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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