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Analysing large one-day commodity futures price changes
Hua, Wei, (2014)
Impact of individual stock derivatives introduction in India on its underlying spot market volatility
Nandy, Suparna, (2016)
Price discovery and volatility spillovers in commodity market : a review of empirical literature
Seth, Neha, (2020)
Transactions data tests of efficiency of the Chicago Board options Exchange
Bhattacharya, Mihir, (1983)
Convertible securities and their valuation
Bhattacharya, Mihir, (2005)
Multilevel multidimensional consistent aggregators
Bhattacharya, Mihir, (2016)