This study aims to analyse the impact of Single Stock Futures (SSF) on liquidity of the stocks for which SSF was … test for two population means. Results of the Hotelling's T squared test indicate that the introduction of stock futures … trading has significantly affected liquidity of the stocks dealing in Single Stock Futures. Results of the paired difference …

This paper examines the bid-ask spread of underlying stocks around the introduction of Single Stock Futures (SSF) in … stocks on which stocks futures were traded from November 9, 2001 in the NSE, the study shows that the liquidity of underlying … stocks has increased as there is considerable decline in both spread and return variance in the post-futures period. This …

In this study, we investigate the existence of long-term co-movements among the prices of commodity futures contracts …-term relationship among agricultural and among non-agricultural commodity futures prices when a structural break is taken into account …