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Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi; Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of financial markets 14 (2011) 1, pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
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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
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Effect of futures trading on spot market volatility : a study of CNX Bank Nifty index
Mallikarjunappa, T.; E. M., Afsal - In: Decision 35 (2008) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10003880250
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An empirical analysis of the impact of derivatives on spot market volatility in India
Bhat, K. Sham; Pradhan, Kailash Chandra - In: Finance India : the quarterly journal of Indian … 24 (2010) 3, pp. 945-955
Persistent link: https://www.econbiz.de/10008841893
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Existence and extent of impact of individual stock derivatives on spot market volatility in India
Nair, Abhilash S. - In: Applied financial economics 21 (2011) 7/9, pp. 563-600
Persistent link: https://www.econbiz.de/10009153249
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An econometric analysis of the lead-lag relationship between India's NSE Nifty and its derivative contracts
Debasish, Sathya Swaroop - In: Journal of risk finance : the convergence of financial … 10 (2009) 4, pp. 350-364
Persistent link: https://www.econbiz.de/10009523716
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Performance of Black-Scholes model with TSRV estimates
Singh, Shivam; Vipul - In: Managerial finance 41 (2015) 8, pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
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Empirical testing of modified black-scholes option pricing model formula on NSE derivative market in India
Khan, Matloob Ullah; Gupta, Ambrish; Siraj, Sadaf - In: International journal of economics and financial issues … 3 (2013) 1, pp. 87-98
Persistent link: https://www.econbiz.de/10009691663
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Does Market Volatility Affects Hedge Effectiveness? An Empirical Investigation of Time-Invariant and Time-Varying Hedges During Period of Financial Crisis in Indian Futures Market
Nageswara Rao, S.V.D. - 2010
in India. This study is, therefore, an attempt to explore Indian futures market for hedging by equity holders in general … the period of financial crisis, the study of S&P Nifty Index {National Stock Exchange of India (NSE) – 50 Index and its …
Persistent link: https://www.econbiz.de/10013139016
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Can 'Time-Invariant' Hedges Estimated from Time-Varying Hedge Models Outperform Time-Invariant Hedges Even During Period of Financial Crisis? An Empirical Investigation of Indian F...
Thakur, Sanjay Kumar - 2011
well in the period of financial crisis, the study of S&P Nifty Index {National Stock Exchange of India (NSE) – 50 Index and …
Persistent link: https://www.econbiz.de/10013121236