Intraday lead-lag relationship, both in terms of return and volatility, among NIFTY spot and futures index and its variation around information release is studied. Even with a strong contemporaneous and bi-directional relationship among the markets, the spot market has been found to be stronger...

By applying the open interest and volume based predictors, this study investigates the impact of two option market non-price variables in predicting the future price movements in underlying cash market over a period of time. Though being insignificant just after its initiation, the open interest...

Return and volatility spillover among Indian stock market with that of 12 other developed and emerging Asian countries over a period from November 1995 to May 2005 is studied. Daily opening and closing prices of all the major equity indices from the sample countries are examined by applying the...

This study empirically investigates the impact of some non-price variables viz., open interest and trading volume from option market in predicting the price index viz. Nifty Index in underlying cash market in India. This study applies open interest and volume based predictors for both call and...

The 21st century is also called by some as a global village, where countries across the world are connected for business operations across vast distances. India is no exception, and it is evident, since many Indian companies are listed in US and UK financial markets. This listing results in the...

The one thing that never changes is CHANGE itself...! We can see how the smartphone has changed our lifestyle. In the late 80's and 90's, we had to wait/ stand in a queue for a long time for calling a person. Gradually the cellphone came into our hands and now the smartphone. The entire world...

Price co-movements and hence inter-market relations on the same day and lead-lag relations across days among India and other foreign countries all over the world, coupled with the possible forces behind the evolution of international stock market integration among India and other countries is...