Index Future Trading, Spot Volatility And Market Efficiency.
Year of publication: |
2014
|
---|---|
Authors: | Chen, Zonghao |
Published in: |
Journal of Management Sciences. - Iqra University, Faculty of Management Sciences. - Vol. 1.2014, 2, p. 73-101
|
Publisher: |
Iqra University, Faculty of Management Sciences |
Subject: | trading | Spot volatility | GARCH | international portfolio and stock market |
-
Listing of bank nifty on futures segment of NSE and its impact on spot market volatility
Lakshmi, V. D. M. V., (2016)
-
Do expirations of Bank nifty contracts on F&O segment of NSE affect spot market volatility?
Lakshmi, VDMV, (2016)
-
Spot volatility estimation using delta sequences
Mancini, Cecilia, (2015)
- More ...
-
Rookie directors and firm performance : evidence from China
Chen, Zonghao, (2020)
-
Board of director compensation in China : to pay or not to pay? How much to pay?
Chen, Zonghao, (2018)
-
Cash Flow Uncertainty, State Ownership and Corporate Real Estate Holding
Deng, Jie, (2023)
- More ...