Market integration and price volatility of pigeon pea in Maharashtra
نویسندگان
چکیده
منابع مشابه
Augmented Dickey Fuller and Johansen Co-integration Tests of Oil Price Volatility and Stock Price in Emerging Capital Market: A Case of Nigeria
Generally, high oil prices slow economic growth, cause inflationary pressures and creates global imbalances. In addition, oil price volatility increase uncertainty and restrain the much-needed investment in the capital market. Thus, this paper applies the Augmented Dickey Fuller and Johansen Co-integration Tests in which the effect of oil price volatility, crude oil price and stock price is ana...
متن کاملPrice limits and stock market volatility *
We examine the relationship between price limits and stock market volatility. We find when price limits are made more (less) restrictive stock market volatility is usually not lower (higher). This finding contradicts conventional wisdom and the view of most regulators. 2001 Elsevier Science B.V. All rights reserved.
متن کاملMarket Dynamics And Stock Price Volatility
This paper presents a possible explanation for some of the empirical properties of asset returns within a heterogeneous-agents framework. The model turns out, even if we assume the input fundamental value follows an simple Gaussian distribution lacking both fat tails and volatility dependence, these features can show up in the time series of asset returns. In this model, the profit comparison a...
متن کاملInvestigating Market Integration and Price Transmission of Different Rice Qualities in Iran
Rice production in most of Asian countries has been increased more rapidly than population and this has been led to increase in supply and proportionately decrease in the real price of rice in world and domestic markets. Furthermore, together with growth in production and national gross income of the country per-capita income has been increased and also demand for rice at national and internati...
متن کاملThe price of market volatility risk
We analyze the volatility risk premium by applying a modified two-pass Fama-MacBeth procedure to the returns of a large cross section of the returns of options on individual equities. Our results provide strong evidence of a volatility risk premium that is increasing in the level of overall market volatility. This risk premium provides compensation for risk stemming both from the characteristic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Chemical Studies
سال: 2020
ISSN: 2349-8528,2321-4902
DOI: 10.22271/chemi.2020.v8.i1w.8483