Narrow search
Showing 1 - 5 of 5
Cover Image
Volatility persistence and trading volume in an emerging futures market : evidence from NSE Nifty stock index futures
Pati, Pratap Chandra; Rajib, Prabina - In: Journal of risk finance : the convergence of financial … 11 (2010) 3, pp. 296-309
Persistent link: https://www.econbiz.de/10003989331
Cover Image
Informational efficiency of National Stock Exchange (NSE), India : a comparison with seven selected markets
Choudhury, Manoj Kumar; Rajib, Prabina - In: South Asian journal of management : SAJM 24 (2017) 1, pp. 56-80
Persistent link: https://www.econbiz.de/10011740856
Cover Image
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina - In: Applied economics 50 (2018) 23, pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Cover Image
Do VaR exceptions have seasonality? : an empirical study on Indian commodity spot prices
Gupta, Apoorv; Rajib, Prabina - In: IIMB management review 30 (2018) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10012042010
Cover Image
A behavioural explanation to the asymmetric volatility phenomenon : evidence from market volatility index
Pati, Pratap Chandra; Rajib, Prabina; Barai, Parama - In: Review of financial economics : RFE 35 (2017), pp. 66-81
Persistent link: https://www.econbiz.de/10011959411