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Beware of extreme investor sentiments! : Indian evidence on the performance of neuro-specific options volatility trading strategies on the facets of COVID-19
Royit, Ansu; Jose, Babu; Varghese, James - In: Journal of emerging market finance 22 (2023) 3, pp. 326-350
Persistent link: https://www.econbiz.de/10014382363
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Price discovery and arbitrage efficiency test : a study of indian options market
Malik, N.S.; Bhardwaj, Komal; Singla, Rajat - In: Finance India : the quarterly journal of Indian … 33 (2019) 3, pp. 623-638
Persistent link: https://www.econbiz.de/10012263545
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Are options trading strategies really effective for hedging in the Indian derivatives market?
Shivaprasad S P; Geetha E; Acharya, Raghavendra; Vidya Bai G - In: Cogent economics & finance 10 (2022) 1, pp. 1-25
Hedging being a predominant financial concern, is considered as a robust method of managing investment risks. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not compared the hedging effectiveness of covered call,...
Persistent link: https://www.econbiz.de/10013389458
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Do S&P CNX nifty options lead underlying nifty in price discovery?
Lakshmi, V. D. M. V.; Joshi, Medha Shriram - In: Finance India : the quarterly journal of Indian … 31 (2017) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10011777662
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A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha; Shastri, Manjula - In: International journal of governance and financial … 1 (2018) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
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Option Trading Strategy in Nifty in NSE, India
Jayabal, Dhananjayan - 2010
value, time for expiry, volatility, interest rates and dividend, if any, paid. As the expiry date nears, the option premium …
Persistent link: https://www.econbiz.de/10013138261
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An Empirical Study on Options Trading Strategy Using ‘Commodity Channel Index’ For NSE’s Nifty Options in India
Shah, Pinkal - 2019
, it is considered as comparatively complicated due to complexities involve in option. pricing. Volatility in prices play … expected high amount of volatility in prices. This lead to very high amount movement in option prices. Commodity Channel Index … (CCI) is one of the tools of technical analysis which helps in assessing momentum and give hint about future volatility in …
Persistent link: https://www.econbiz.de/10012894016
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Belief distortion near 52W high and low : evidence from Indian equity options market
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 43 (2023) 11, pp. 1531-1558
Persistent link: https://www.econbiz.de/10014432915
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Information content of option imoplied volatility : evidence from the Indian market
Kumar, S. S. S. - In: Decision 35 (2008) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10003880391
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Do futures and options trading increase spot market volatility in India? : the case of S&P CNX Nifty
Srinivasan, Palamalai - In: International journal of business performance and … 2 (2010) 2, pp. 134-145
Persistent link: https://www.econbiz.de/10009507588