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- W3124036064 abstract "The National Stock Exchange (NSE) of India was ranked the first in terms of trading of individual stock futures in the year 2007. Financial derivatives like stock futures have always been accused of causing instability in the spot market. This paper investigates the effects of individual stock futures expiration on the underlying stock market in the NSE. Using daily data of 42 sample stocks of high market capitalization, this study has found positive abnormal return and also abnormal volume on days prior to the expiration day." @default.
- W3124036064 created "2021-02-01" @default.
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- W3124036064 date "2012-05-17" @default.
- W3124036064 modified "2023-09-27" @default.
- W3124036064 title "Expiration Effects of Stock Futures on the Price and Volume of Underlying Stocks: Evidence from India" @default.
- W3124036064 hasPublicationYear "2012" @default.
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