Expiration-day effects on index futures : evidence from Indian market
Ravi Kumar Samineni, Raja Babu Puppala, Ramesh Muthangi, Syamsundar Kulapathi
| Year of publication: |
2020
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|---|---|
| Authors: | Samineni, Ravi Kumar ; Puppala, Raja Babu ; Muthangi, Ramesh ; Kulapathi, Syamsundar |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 11, p. 95-100
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| Subject: | CNX Bank Index | Nifty Bank Index | Expiration Day | Price Reversal | Volatility | Index-Futures | Index futures | Volatilität | Indien | India | Aktienindex | Stock index | Bank | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no11.095 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671643