Short-term long-term and causal impact of volume and open interest on Nifty Spot & Future Index
Sarbajit Paul, Mangilal Taparia, Gautam Mitra
| Year of publication: |
2018
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|---|---|
| Authors: | Paul, Sarbajit ; Taparia, Mangilal ; Gautam, Mitra |
| Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 43.2018, 4, p. 107-125
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| Subject: | Open Interest | Nifty Spot Index | Error Correction Model | Johanson Co integration Test | Granger Causality | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Aktienindex | Stock index | ARCH-Modell | ARCH model | Index-Futures | Index futures | Spotmarkt | Spot market | Handelsvolumen der Börse | Trading volume |
| 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/10012130096