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Return, volume and volatility...
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date (oldest first)
1
Return, volume and
volatility
relationship in the Indian stock market : a pre and post futures analysis
Mahajan, Sarika
;
Singh, Balwinder
- In:
Finance India : the quarterly journal of Indian …
26
(
2012
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10009583124
Saved in:
2
Derivatives trading and the volume :
volatility
link in the Indian stock market
Bhaumik, Sumon Kumar
;
Karanasos, Menelaos
;
Kartsaklas, A.
-
2013
Persistent link: https://www.econbiz.de/10009767846
Saved in:
3
Volatility
-volume causality across single stock spot-futures markets in
India
Jain, Anshul
;
Biswal, Pratap Chandra
;
Ghosh, Sajal
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3228-3243
Persistent link: https://www.econbiz.de/10011617173
Saved in:
4
A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.
;
Najand, Mohammad
;
Dondeti, V. Reddy
; …
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
Saved in:
5
Securities transaction tax-case study of
India
Malik, Neha
-
2014
attempts to quantify the impact of STT imposition and subsequent revisions on
volatility
and trading volume during Oct 2003 …-July 2013. Empirical results show a mixed response of
volatility
and volume to changes in STT. Even though STT has …
Persistent link: https://www.econbiz.de/10010354157
Saved in:
6
Impact of transaction taxes on commodity derivatives trading in
India
Ray, Saon
;
Malik, Neha
-
2014
Commodity derivatives were introduced in
India
with a dual purpose of promoting price discovery and enhancing risk …
Persistent link: https://www.econbiz.de/10010354169
Saved in:
7
Do large hedgers and large speculators pressure on selected stock futures market in
India
?
Srinivasan, K.
;
Mahapatra, Rudra Prasanna
;
Mathew, Jain
- In:
The empirical economics letters : a monthly …
15
(
2016
)
7
,
pp. 675-682
Persistent link: https://www.econbiz.de/10011655801
Saved in:
8
Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence
Choudhary, Kapil
;
Parminder Singh
;
Soni, Amit
- In:
Global business review
23
(
2022
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012822101
Saved in:
9
The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin
;
Liu, Wen-rang
;
Tsai, Wei-che
- In:
Journal of banking & finance
42
(
2014
),
pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
Saved in:
10
Futures trading activity and stock price
volatility
: some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
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