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Sentiment-Prone Investors and Volatility Dynamics between Spot and Futures Markets
Corredor, Pilar - 2014
volatility spillovers between them. To explore this issue, we analyse spot and futures markets on stock market indexes in … sentiment. Moreover, volatility shocks in either market are also found to have less impact during these periods. These results …
Persistent link: https://www.econbiz.de/10013044815
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Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël - In: Financial modeling and risk management of energy and …, (pp. 171-189). 2022
Persistent link: https://www.econbiz.de/10013349936
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Spot market and derivative segment of equity in India
Sharma, Dheeraj P.; Ahalawat, Shweta; Patro, Archana; … - In: Applied economics 54 (2022) 3, pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
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The effect of futures trading on spot market volatility : evidence from Turkish derivative exchange
Günay, Samet; Haque, Mahfuzul - In: International journal of business and emerging markets … 7 (2015) 3, pp. 265-285
Persistent link: https://www.econbiz.de/10011416874
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Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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Effect of futures trading on spot price volatility: evidence for NSE Nifty using GARCH
Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 1 (2008) 2, pp. 140-150
Persistent link: https://www.econbiz.de/10003787139
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Futures expiration day effects on spot market volatility : evidence from the NSE
Sakthivel, P.; Kamaiah, Bandi - In: The Asian economic review : journal of the Indian … 50 (2008) 3, pp. 571-585
Persistent link: https://www.econbiz.de/10003836302
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Do futures and options trading increase spot market volatility in India? : the case of S&P CNX Nifty
Srinivasan, Palamalai - In: International journal of business performance and … 2 (2010) 2, pp. 134-145
Persistent link: https://www.econbiz.de/10009507588
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Shock and volatility transmission in the futures and spot markets : evidence from Turkish markets
Tokat, Ekin; Tokat, Hakki Arda - In: Emerging markets finance & trade : a journal of the … 46 (2010) 4, pp. 92-104
Persistent link: https://www.econbiz.de/10008902157
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Derivatives trading, information and spot price volatility : evidence from the National Stock Exchange (NSE), India
Pradhan, Kailash Chandra; Bhat, K. Sham - In: Asian African journal of economics and econometrics 10 (2010) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10009008346