Return, volume and volaility elationship in the Indian stock market
MAHAJAN, SARIKA
Return, volume and volaility elationship in the Indian stock market A pre and post futures analysis - 2012 - 163-186
The present study examines the impact of futures trading on contemporaneous and intertemporal relationships between return, volume and volatility in Indian stock market using daily data of closing prices and volume of Nifty index from Jan 1997 toJune 2006. The result shows the introduction of futures trading has significantly alerted the structure of return, volume and volatility relationship.
STOCK MARKET
332.6322
Return, volume and volaility elationship in the Indian stock market A pre and post futures analysis - 2012 - 163-186
The present study examines the impact of futures trading on contemporaneous and intertemporal relationships between return, volume and volatility in Indian stock market using daily data of closing prices and volume of Nifty index from Jan 1997 toJune 2006. The result shows the introduction of futures trading has significantly alerted the structure of return, volume and volatility relationship.
STOCK MARKET
332.6322