Single Stock Futures Trading and Stock Price Volatility: Empirical Analysis
نویسندگان
چکیده
منابع مشابه
Volatility of India’s Stock Index Futures Market: an Empirical Analysis
In recent years, the increasing importance of the futures market in the Indian financial markets has received considerable attention from researchers, academicians and financial analysts. This paper is an attempt to examine the time varying properties of volatility of India’s stock index futures market. The application of GARCH class models provides the evidence of the persistence of time varyi...
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ژورنال
عنوان ژورنال: The Pakistan Development Review
سال: 2009
ISSN: 0030-9729
DOI: 10.30541/v48i4iipp.553-563