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...

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...

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...

Financial markets are faced with asymmetric information. Therefore, issues on autonomy, accountability, and transparency arise. Consequently, markets experience instabilities and inequilibrium in investment decisions. In this context, it is observed that market-making signals are necessary to...

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...