Search Results - subject:"Nifty Futures"

Expiration day effect on the Nifty Futures volume and price : an empirical evidence

Suryanarayana, K.S.; Kandi, V. S. Prasad; Botta, Ashok - In: International journal of intelligent enterprise 11 (2024) 4, pp. 375-395

Persistent link: https://www.econbiz.de/10015394861

International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures

Sundararajan, Sivakumar; Balasubramanian, Senthil Arasu - In: Managerial finance 49 (2023) 3, pp. 577-593

Persistent link: https://www.econbiz.de/10014227233

A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange

Singh, Ritvik; Gangwar, Rachna - 2018

This paper aims to establish trends in intraday volatility in context of the Indian stock market and analyze the impact of development in the Indian economy on its stock market volatility. One minute tick data of Nifty 50 futures from Jan 1, 2011 to Aug 31, 2018 was used for the purpose of this...

Persistent link: https://www.econbiz.de/10011917118

A temporal analysis of intraday volatility of nifty futures on the national stock exchange

Singh, Ritvik; Gangwar, Rachna - 2018

Persistent link: https://www.econbiz.de/10011937175

The Hedging Effectiveness of Stock Index Futures: Evidence for the S&P CNX Nifty Index Traded in India

Kailash, Pradhan Chandra - In: South East European Journal of Economics and Business 6 (2011) 1, pp. 111-123

This study evaluates optimal hedge ratios and the hedging effectiveness of stock index futures. The optimal hedge ratios are estimated from the ordinary least square (OLS) regression model, the vector autoregression model (VAR), the vector error correction model (VECM) and multivariate...

Persistent link: https://www.econbiz.de/10010534413

The Hedging Effectiveness of Stock Index Futures: Evidence for the S&P CNX Nifty Index Traded in India

Kailash, Pradhan - In: South East European Journal of Economics and Business 6 (2011) 1, pp. 111-123

Persistent link: https://www.econbiz.de/10010641225

An investigation of long-run dynamic relationship of Korean and Indian futures indexes

Bagchi, Debasis - In: Afro-Asian Journal of Finance and Accounting 1 (2009) 4, pp. 306-321

the Kospi 200 futures index and Nifty futures index are found to be non-stationary and cointegrated, meaning thereby that … statistically significant for Kospi 200 futures – Nifty futures, lag 4 and lag 6 are significant for Nifty futures – Kospi 200 … futures. It is suggested that while information on Kospi 200 futures is more instantaneously discounted by the Nifty futures …

Persistent link: https://www.econbiz.de/10008755663