Mahajan, Sarika; Singh, Balwinder - In: Global Business Review 14 (2013) 3, pp. 413-428
The present article examines the impact of rolling settlement on contemporaneous and causal relationships between return, volume and volatility in Indian stock market using daily data of closing prices and volume of NIFTY index of NSE and SENSEX of BSE from January 1997 to June 2007. The...