Bhaumik, Sumon; Bose, Suchismita - William Davidson Institute, University of Michigan - 2007
The impact of expiration of derivatives contracts on the underlying cash market – on trading volumes, returns and … derivatives contracts on the cash market at the largest stock exchange in India, an important emerging capital market. Our results … Institute, Ann Arbor
Sumon.Bhaumik@brunel.ac.uk
Abstract:
The impact of expiration of derivatives contracts on the …