A study of expiratorion-day effects of index derivatives trading in India
Rachna Mahalwala
Year of publication: |
June 2016
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Authors: | Mahalwala, Rachna |
Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 15.2016, 1, p. 10-19
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Subject: | Index derivatives | expiration day | price reversal | volatility | heteroscedasticity | arbitrageurs | Volatilität | Volatility | Indien | India | Derivat | Derivative | Index-Futures | Index futures | Aktienindex | Stock index | Index | Index number |
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