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Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data

Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178

Persistent link: https://www.econbiz.de/10011573174

Hedging efficiency in the Greek options market before and after the financial crisis of 2008

Shackleton, Mark B.; Voukelatos, Nikolaos - In: Journal of multinational financial management 23 (2013) 1/2, pp. 1-18

Persistent link: https://www.econbiz.de/10009728527

Violations of put-call parity for CNX nifty index options : a study at national stock exchange

Nandan, Tanuj; Agrawal, Puja - In: Global review of business and economic research 10 (2014) 2, pp. 135-152

Persistent link: https://www.econbiz.de/10011343197

The information content of alternate implied volatility models : case of Indian markets

Kumar, A. Vinay; Jaiswal, Shikha - In: Journal of emerging market finance 12 (2013) 3, pp. 293-321

Persistent link: https://www.econbiz.de/10010360587

An investigation of box-spread strategy and arbitrage efficiency on Indian index options market

Priyan, P. K.; Mohanti, Debaditya - In: Metamorphosis : a journal of management research 14 (2015) 1, pp. 39-47

Persistent link: https://www.econbiz.de/10011485970

Cross-market efficiency in the Indian derivatives market : a test of put-call parity

Vipul - In: The journal of futures markets 28 (2008) 9, pp. 889-910

Persistent link: https://www.econbiz.de/10003746363

Efficiency of Gold Option Contracts in India

Palaniappan Shanmugam, Velmurugan - 2019

The main purpose of introducing gold option futures is because option futures on gold will be fundamentally used for hedging the risks associated with gold price changes. But there is a common question whether that gold option contracts are effective in hedging price. This paper will be the...

Persistent link: https://www.econbiz.de/10012889885

Testing market efficiency using lower boundary conditions of Indian options market

Kumar, Atul; Raman, T. V. - In: International journal of applied business and economic … 15 (2017) 1, pp. 55-65

Persistent link: https://www.econbiz.de/10011672868

Put-call parity in Indian stock markets post turmoil settlement

Gupta, Pankaj Kumar - In: Trends economics and management 12 (2018) 32, pp. 49-61

the National Stock Exchange of India (NSE) on various parameters including Moneyness, arbitrage differential, and time to …

Persistent link: https://www.econbiz.de/10012022238

An empirical test of market efficiency of Indian index options market using the Black-Scholes model and dynamic hedging strategy

Mohanti, Debaditya; Priyan, P. K. - In: Paradigm : the journal of Institute of Management Technology 18 (2014) 2, pp. 221-237

Persistent link: https://www.econbiz.de/10011760603

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