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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

We use tick-by-tick data for one energy futures (crude oil) and four metal futures (gold, silver, copper, and zinc) traded at Multi-Commodity Exchange India Limited (MCX) for the period of four years from January 1, 2009 to December 31, 2012. We test and find support for the Mixture...

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

What's hidden behind bulk deals? : a study on Indian stock market

Rajvanshi, Vivek; Paul, Samit - In: Managerial finance 48 (2022) 4, pp. 557-576

Persistent link: https://www.econbiz.de/10013173342

Intraday periodicity and volatility forecasting : evidence from Indian crude oil futures market

Chakrabarti, Binay Bhushan; Rajvanshi, Vivek - In: Journal of emerging market finance 16 (2017) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011691174

Implied volatility and predictability of GARCH models

Rajvanshi, Vivek; Santra, Arijit; Basu, Saunak - 2017

Persistent link: https://www.econbiz.de/10011656200

Earnings management and ownership dilution in small and medium enterprises : evidence from Indian IPOs

Rajvanshi, Vivek; Sanjeev, Tayade Kalyani - 2020

Persistent link: https://www.econbiz.de/10012209531