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Derivatives Segment and Cash Segment in India : A Comparative Performance Analysis

Ghose, Soheli - 2016

contractual agreements and hence can be traded separately. In the last decade, the derivatives market in India has grown …

Persistent link: https://www.econbiz.de/10012983346

The price effects of innovative security design

Célérier, Claire; Liao, Gordon; Vallée, Boris - 2021

This paper investigates the effects of the issuance of retail products with non-linear payoffs on option prices. For a given underlying asset, when the outstanding volume of products embedding a short-put position increases, implied volatility at the corresponding strike decreases. A similar...

Persistent link: https://www.econbiz.de/10012886191

Deriving joint space maps of bundle compositions and market segments : an application to new product options

DeSarbo, Wayne (contributor) - 1996

Persistent link: https://www.econbiz.de/10000957426

Financial markets, a manual : instruments, parties and free market operations

Wielen, Lex van der - 2008

Persistent link: https://www.econbiz.de/10003791429

Tell-tale tails : a data driven approach to estimate unique market information shares

Grammig, Joachim; Peter, Franziska J. - 2010

The trading of securities on multiple markets raises the question of each market's share in the discovery of the informationally efficient price. We exploit salient distributional features of multivariate financial price processes to uniquely determine these contributions. Thereby we resolve the...

Persistent link: https://www.econbiz.de/10008666526

Market segmentation analysis of preferences for GM derived animal foods in UK

Kontoleōn, Andreas (contributor); … - In: Journal of agricultural & food industrial organization 4 (2006) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10003558385

Short-term options : clienteles, market segmentation, and event trading

Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250

Persistent link: https://www.econbiz.de/10011545291

Credit quality, the intensity of regulation and the segmentation of debt markets

Melnik, Arie L.; Plaut, Steven E. - In: Research in economics : an international review of economics 52 (1998) 4, pp. 431-449

Persistent link: https://www.econbiz.de/10001356328

Temporary competitive equilibrium with forward markets segmentation

Nishimura, Kazushi - In: Otemon economic studies 31 (1998), pp. 27-47

Persistent link: https://www.econbiz.de/10001401151

Derivative Segment Exposure of Arbitrage Mutual Funds

Manda, Vijaya Kittu - 2020

– the Securities and Exchange Board of India (SEBI) are making Arbitrage funds get attention. Low risk, attractive tax … positive correlation between the equity and derivative holdings of mutual fund schemes against the Nifty Arbitrage 50 Index and … the Nifty VIX index. Further, only in the case of the HDFC Arbitrage Fund (equity holding) and Nippon India Arbitrage Fund …

Persistent link: https://www.econbiz.de/10012825502

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