Showing 1 - 10 of 17
There are several participants in the financial markets. Each of them has access to different information. This information gets reflected in their trading strategies and consequently their trading profits. Often the sub-brokers are better informed than the individual investors therefore they...
Persistent link: https://www.econbiz.de/10012755009
This study examined the signaling effect of the efficient pricing and efficient order entry system on the trading in the NIFTY Index Futures market. The IGARCH (1, 1) two-stage model is used in this study. Results indicate that the NIFTY Futures market is not a perfect market. Rather, it is a...
Persistent link: https://www.econbiz.de/10012755188
Persistent link: https://www.econbiz.de/10012755330
The National Stock Exchange of India Ltd. has recently introduced derivative trading. Yet, there is a fairly good response from market participants to derivative trading. This study attempts to understand the functional relationships between the trading value and the trading price of Nifty...
Persistent link: https://www.econbiz.de/10012755353
The Indian derivatives market experiences frequent patterns of irrationality, inconsistency and incompetence in the decision-making process in the face of uncertainty and asymmetric information. One may consider that this irrational behavior of the investor is not surprising in conditions of...
Persistent link: https://www.econbiz.de/10012755397
In the globalization era, competitive market requires efficient market dynamics challenging the asymmetric information flow on market activities. Out of several, the 'hedging' has the significant role in stabilizing the market, realizing market efficiency and enabling minimization of risk and...
Persistent link: https://www.econbiz.de/10012712575
The hedging effectiveness for bank futures and CNX nifty are evaluated in this study. The study is based on 9,569 observations of the daily data for these index futures. For evaluation ordinary least square, co-integrated ordinary least square, generalized auto-regressive conditional...
Persistent link: https://www.econbiz.de/10013055844
The hedging effectiveness for bank futures and CNX nifty are evaluated in this study. The study is based on 9569 observations of the daily data for these index futures. For evaluation OLS, co-integrated OLS, GARCH (1, 1) and constant correlation GARCH (1, 1) hedging methods are estimated and...
Persistent link: https://www.econbiz.de/10013115363
Domestic tea markets need an efficient and transparent trading platform for the benefit of its producers. In this context, the present paper performs cointegration analysis between domestic and international auction prices, and also among domestic auction prices, using monthly data and...
Persistent link: https://www.econbiz.de/10012973790
Diffusion of wind energy is necessary for sustainable development. Country like India has also adopted this technology for economic development. Therefore, this study attempts to analyze the determinant factors and their extent of impact on wind energy diffusion using binary and multi-logit...
Persistent link: https://www.econbiz.de/10012960813