Futures Trading and Indian Stock Market
(Sprache: Englisch)
This study examines the impact of futures trading on efficiency and volatility of Indian stock market. To evaluate the impact of futures trading on efficiency and volatility of stock market, whole period is divided into two parts: pre and post introduction...
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This study examines the impact of futures trading on efficiency and volatility of Indian stock market. To evaluate the impact of futures trading on efficiency and volatility of stock market, whole period is divided into two parts: pre and post introduction of stock futures trading. This study uses daily closing prices of the stock prices of top 10 companies of major sectors i.e. FMCG, Infrastructure, Pharmaceutical, Information Technology, Power, Banking & Finance, Media & Entertainment, Telecommunication, Petrochemical, Automobiles and Engineering listed on NSE to represent Indian stock market. ACF, Ljung-Box Statistic and Run tests are applied to investigate the impact of futures trading on efficiency of stock market. This study also uses ARCH LM to test hetroscedasticity so that EGARCH M model can be applied to test impact of futures trading on volatility of stock market.The result shows mixed effect on efficiency and volatility of stocks of different sector .
Autoren-Porträt von Ruchika Gahlot
Gahlot, RuchikaDr. Ruchika Gahlot (Assistant Professor in Maharaja Surajmal Institute under GGSIPU) is B.Com (H), MBA(IB), M.Com and Ph. D in finance. She has 8 years of teaching experience and also working as Reviewer for number of journals indexed in Emerald. She has published and presented more than 30 research papers in journals and conferences.
Bibliographische Angaben
- Autor: Ruchika Gahlot
- 2019, 236 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: Scholar's Press
- ISBN-10: 6138832507
- ISBN-13: 9786138832508
Sprache:
Englisch
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