Price discovery in Indian stock index futures market : new evidence based on intraday data
Sarveshwar Kumar Inani
| Year of publication: |
2017
|
|---|---|
| Authors: | Inani, Sarveshwar Kumar |
| Published in: |
International journal of Indian culture and business management. - Genève : Inderscience Enterprises, ISSN 1753-0806, ZDB-ID 2422766-3. - Vol. 14.2017, 1, p. 23-43
|
| Subject: | price discovery | vector error correction model | VECM | Johansen cointegration | component share | information share | modified information share | common factor methods | futures market | Kointegration | Cointegration | Börsenkurs | Share price | Index-Futures | Index futures | Schätzung | Estimation | Derivat | Derivative | Indien | India | Informationsverbreitung | Information dissemination |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714566