This study examines both the short-run and long-run relationship among Information and Communication Technology (ICT), economic growth and electricity consumption using annual time-series data for India for the period 1991–2014. All the variables under study are I (1) as per...

This paper highlights the international trade relationship of India with European (EU). EU was India's largest trading partner, whereas India was EU's 9th largest in the year 2014. Bilateral trade of India-EU in goods in 2014 was € 72.52 billion (Indian exports € 37.07 billion and Indian...

This research aims to revisit the price discovery relationship between spot and futures prices of Indian equity index S&P CNX Nifty, using neural network approach. This study uses minute-by-minute prices of 167 trading days ranging from January, 2015 to August, 2015 to gain fresh insights on...

This paper is an empirical study on the price discovery relationship between spot and futures prices of three commodity indices provided by Multi Commodity Exchange of India Limited (MCX). These indices are combined commodity index (MCXCOMDEX), metal index (MCXMETAL), and energy index...

The main contribution of this paper is to understand the impact of crisis on information transmission between ADRs and their underlying stocks which has significant implications for asset pricing and asset allocation and investment decisions. Data have been divided in three sub-periods those are...

The purpose of this study is to revisit price discovery process in Indian stock market for spot and futures of S&P CNX Nifty, by using high-frequency data to gain fresh insights. The sample consists of high-frequency data for the period from January 2014 to August 2015. Stationarity and...