| 000 | 00884npc a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 140613s2012 xx 000 0 und d | ||
| 060 | _a332.6322 | ||
| 100 | _aMAHAJAN, SARIKA | ||
| 245 |
_aReturn, volume and volaility elationship in the Indian stock market _bA pre and post futures analysis |
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| 260 | _c2012 | ||
| 300 | _a163-186 | ||
| 520 | _aThe 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. | ||
| 653 | _aSTOCK MARKET | ||
| 700 | _aSINGH, BALWINDER | ||
| 773 |
_oP14352 _nM _930788 _011192 _tFINANCE INDIA |
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| 942 |
_2ddc _cARTCL |
||
| 999 |
_c11255 _d11255 |
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