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Does sentiments impact the returns of commodity derivatives? : an evidence from multi-commodity exchange India

Simon, Aneeta Elsa; Manu K. S. - In: Vision : the journal of business perspective 27 (2023) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10014229716

Momentum and Illiquidity Premium in Indian Stock Market

Aziz, Tariq - 2015

This study links the role of momentum and illiquidity (as proxied by Amihud's Illiq) in the cross section of stock returns in India for the period 2000-2012. Illiquidity premium is more pronounced among winners. Illiquid winners outperform liquid winners by an average 2.7% per month. We report...

Persistent link: https://www.econbiz.de/10013033906

Evidence of algorithmic trading from Indian equity market : interpreting the transaction velocity element of financialization

Dubey, Ritesh Kumar; Chauhan, Yogesh; Syamala, … - In: Research in international business and finance 42 (2017), pp. 31-38

Persistent link: https://www.econbiz.de/10011747220

Trader leverage and liquidity

Kahraman, Bige; Tookes, Heather E. - In: The journal of finance : the journal of the American … 72 (2017) 4, pp. 1567-1610

Persistent link: https://www.econbiz.de/10011738909

Taking stock of commodity derivatives and their impact on the Indian economy

Shunmugam, V.; Dey, Debojyoti - In: International journal of economics and management … 1 (2011) 1, pp. 8-16

Persistent link: https://www.econbiz.de/10009503537

Time-varying conditional profitability of momentum strategies in commodity futures market : evidence from India

Jaiswal, Ritika; Uchil, Rashmi - In: Asian journal of business and accounting : AJBA 13 (2020) 2, pp. 245-276

Persistent link: https://www.econbiz.de/10012587261

Determinants of the commodity futures market performance : an Indian perspective

Dubey, Priti; Shankar, Rishika - In: South Asia economic journal : journal of the Institute … 21 (2020) 2, pp. 239-257

Persistent link: https://www.econbiz.de/10012426059

Active trading strategies based on momentum and term structure signals in commodity futures market : evidence from India

Jaiswal, Ritika - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 1, pp. 131-150

Persistent link: https://www.econbiz.de/10012503940

Herding and spillover effects in the Indian commodity futures market

Dewan, Palak; Dharni, Khushdeep - In: Journal of agribusiness in developing and emerging … 13 (2023) 5, pp. 748-761

Persistent link: https://www.econbiz.de/10014450188

Incidence of speculations in equity return : evidence from Indian share market

Deka, Jimnee; Sharma, Meghna; Tiwari, Kamesh - In: International journal of intellectual property … 14 (2024) 5, pp. 411-428

Persistent link: https://www.econbiz.de/10015065278

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