Expiration day effect on the Nifty Futures volume and price : an empirical evidence
K.S. Suryanarayana, V.S. Prasad Kandi, Ashok Botta
| Year of publication: |
2024
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|---|---|
| Authors: | Suryanarayana, K.S. ; Kandi, V. S. Prasad ; Botta, Ashok |
| Published in: |
International journal of intelligent enterprise. - Gen`eve : Inderscience, ISSN 1745-3240, ZDB-ID 2453805-X. - Vol. 11.2024, 4, p. 375-395
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| Subject: | ADF | Augmented Dickey-Fuller | EGARCH | expiration day | Indian National Stock Exchange | Nifty Futures | opportunities for profit | stationarity check | turnover | Indien | India | Börsenhandel | Stock exchange trading | Volatilität | Volatility | ARCH-Modell | ARCH model | Index-Futures | Index futures | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJIE.2024.141875 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015394861