Similar Search Results

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

A Study on Volatility of Indian Stocks and Index – Pre and Post Derivatives ERA

Patra, Dr. Govind; Mohapatra, Shakti Ranjan - 2022

It has been almost a decade since the introduction derivatives instruments like Options and Futures trading in Indian … and trade in Indian stock markets. This paper examines and compares return and volatility of Indian cash market before the … introduction of derivatives with that after the introduction of derivatives, mainly the futures trading in index and stocks. The …

Persistent link: https://www.econbiz.de/10014244649

The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods

Wall, Larry D.; Tallman, Ellis W.; Abken, Peter A. - 1996

Persistent link: https://www.econbiz.de/10000946462

The intraday determination of liquidity in the NYSE LIFFE equity option markets

Verousis, Thanos; Ap Gwilym, Owain; Chen, XiaoHua - In: The European journal of finance 22 (2016) 10/12, pp. 1164-1188

Persistent link: https://www.econbiz.de/10011715335

Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling

Kremer, Marcel; Benth, Fred Espen; Felten, Björn; … - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-38

Persistent link: https://www.econbiz.de/10012271026

A reverse index futures split effect on liquidity and market dynamics

Athanasios, Fassas; Nikolas, Hourvouliades - In: International journal of bonds and derivatives 3 (2017) 3, pp. 235-252

Persistent link: https://www.econbiz.de/10011875992

Intraday liquidity patterns in Indian stock market

Krishnan, Rajaram; Mishra, Vinod - In: Journal of Asian economics 28 (2013), pp. 99-114

Persistent link: https://www.econbiz.de/10010400863

A Study on the Accuracy of Bankruptcy Models Predicting Financial Distress Levels of Companies : Evidence from Indian Stock Market

Sebasian, Blitzen - 2023

The world has seen the number of companies going bankrupt on the rise over the years owing to a lot of internal factors such as management, asset quality and structuring of resources and external factors such as economic, political, recently the pandemic, the Russia Ukraine war among others....

Persistent link: https://www.econbiz.de/10014350710

Volatility and liquidity in futures market

Locke, Peter R. - 1996

Persistent link: https://www.econbiz.de/10000962046

Liquidity, volume and volatility in US electricity futures : the case of Palo Verde

Goss, Barry A. - In: Applied financial economics letters 2 (2006) 1, pp. 43-46

Persistent link: https://www.econbiz.de/10003301824