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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
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Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
Pati, Pratap Chandra; Rajib, Prabina - In: Applied economics letters 18 (2011) 4/6, pp. 567-574
Persistent link: https://www.econbiz.de/10009233520
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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
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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
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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
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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
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The role of the volatility index in asset pricing : the case of the Indian stock market
Pati, Pratap Chandra; Rajib, Prabina; Barai, Parama - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 336-346
Persistent link: https://www.econbiz.de/10012297322
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The asymmetric relationship between Baltic Dry Index and commodity spot prices : evidence from nonparametric causality-in-quantiles test
Bandyopadhyay, Arunava; Rajib, Prabina - In: Mineral economics : raw materials report 36 (2023) 2, pp. 217-237
Persistent link: https://www.econbiz.de/10014251398