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Asset price simulation and garch modeling in Indian derivatives market : a case study

Kumar, Nand; Gupta, Puneet; Archana Singh - In: The Indian economic journal 62 (2015) 4, pp. 1185-1203

Persistent link: https://www.econbiz.de/10012228581

A study of Black-Scholes model’s applicability in Indian capital markets

Srivastava, Anubha; Shastri, Manjula - In: Paradigm : the journal of Institute of Management Technology 24 (2020) 1, pp. 73-92

Persistent link: https://www.econbiz.de/10012229650

Impact of introducing different financial derivative instruments in India on its stock market volatility

Nandy, Suparna; Chattopadhyay, Arup Kumar - In: Paradigm : the journal of Institute of Management Technology 18 (2014) 2, pp. 135-153

Persistent link: https://www.econbiz.de/10011759668

The effect of ambiguity on price formation and trading behavior in financial markets

Li, Wenhui; Ockenfels, Peter; Wilde, Christian - 2021

This paper sets up an experimental asset market in the laboratory to investigate the effects of ambiguity on price formation and trading behavior in financial markets. The obtained trading data is used to analyze the effect of ambiguity on various market outcomes (the price level, volatility,...

Persistent link: https://www.econbiz.de/10012663127