Impact of Derivative Trading On Stock Market Volatility in India: A Study of S&P CNX Nifty
The Purpose of the study is to examine the impact of derivative trading on stock market volatility. The sample data consist of closing prices of S&P CNX Nifty as well as closing prices of five derivative stocks and five non derivative stocks from April 1, 2002 to March 31, 2005. The study uses GARCH...
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| Principais autores: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Ala-Too International University
2010-11-01
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| Serier: | Eurasian Journal of Business and Economics |
| Fag: | |
| Online adgang: | http://ejbe.org/EJBE2010Vol03No06p139GAHLOT-DATTA-KAPIL.pdf |
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