According to basic finance theory, a derivative's price is derived from the value of its underlying asset and therefore … the futures market leads in terms of price discovery, closely followed by the exchange-traded fund. Further, the time …

market volatile. The present paper aims to find out empirically the impact of stock futures trading on the volatility … 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 blamed for distorting the face of market stability, thereby making the …

In this paper we introduce a new way to estimate the spot volatility of high frequency foreign exchange data using the … Hilbert-Huang Transform. We also propose and test a consistent spot volatility estimate in the presence of microstructure … trading market in which competing volatility forecasts buy and sell straddle options to one another using real high frequency …

listing of futures and options lead to any significant change in the volatility of the stock market in India … 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 level. The derivative trading was initiated in the Indian Capital …