Intraday price discovery and volatility transmission between the dual-listed stock index futures and spot markets : new evidence from India
Sivakumar Sundararajan and Senthil Arasu Balasubramanian
| Year of publication: |
2025
|
|---|---|
| Authors: | Sundararajan, Sivakumar ; Balasubramanian, Senthil Arasu |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 20.2025, 5, p. 1888-1907
|
| Subject: | Price discovery | Volatility spillover | Indian nifty index | Dual-listed futures | High-frequency data | Volatilität | Volatility | Indien | India | Index-Futures | Index futures | Aktienindex | Stock index | Spotmarkt | Spot market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Derivat | Derivative | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-07-2022-1097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015399388