2 Art�culos

Analysis of Volatility Volume and Open Interest for Nifty Index Futures Using GARCH Analysis and VAR Model

Acceso

en l�nea

Parizad Phiroze Dungore and Sarosh Hosi Patel

The generalized autoregressive conditional heteroscedastic model (GARCH) is used to estimate volatility for Nifty Index futures on day trades. The purpose is to find out if a contemporaneous or causal relation exists between volatility volume and open in... ver m�s

Revista: International Journal of Financial Studies Formato: Electr�nico

Tabla de contenido: Vol: 9 Num: 0 Par: 1 A�o: 2021

Re-examining the Expiration Effects of Index Futures: Evidence from India

Acceso

en l�nea

Gurmeet Singh,Muneer Shaik P�g. 16 - 23

This study investigates the expiration effects of stock index futures before and after the introduction Bank Nifty weekly options from April 2013 to June 2019. To check for the expiration effects, the volume and mean returns for expiration groups is comp... ver m�s

Revista: International Journal of Economics and Financial Issues Formato: Electr�nico

Tabla de contenido: Vol: 10 Num: 3 Par: 0 A�o: 2020

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