The study investigated one of the vital issues on market microstructure, the relationship between volatility, stock returns and trading volume on Indian stock market for daily frequency from 2nd March 2009 to 31st July 2018. The investor’s fear gauge measure of VIX was used as a volatility...

This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume are examined. Then we examine the dynamic relation between returns and volume using VAR, Granger causality,...

Stock prices are changed every day by the market. Buyers and sellers cause prices to change as they decide how valuable each stock is. Stock market volatility is significant and understanding it is imperative to investing in stocks that suit your investment or trading style and risk tolerance...

The last decade of the 20th century in India is said to have witnessed the most innovative phase when derivatives trading incarnated on the stock bourses. Initially, index futures were introduced, followed by stock futures. The onset of derivatives trading, particularly stock futures, has been...