Matches in SemOpenAlex for { <https://semopenalex.org/work/W3147047215> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W3147047215 abstract "Futures have been recently introduced to cater the needs of investors and fill up the existing gaps in stock market. Studies show that, in the long-run, futures introduction does not have any effect on the spot market; however, in the short-run volatility in the spot market increases; Paudyal et al. (2005). Harris (1989) finds that increased volatility in the spot market is not solely due to the futures introduction. Alexakis (2007) substantiates the stability of indices after futures introduction. This study is set about to understand the impact of stock futures introduction on the Indian spot market. This study makes an initial attempt to capture the same by considering a small sample of 20 scrips, segregated as small and large caps, listed on NSE for the period August 2005 to May 2008. Using Hoadley Options, volatility modeled by GARCH (1, 1) is estimated. Considering both volume and volatility, mixed evidences are witnessed. Futures introduction has some stabilizing effect on large caps. For small caps, increase in volatility is accompanied by increase in volume, thereby, improving the liquidity of the scrips." @default.
- W3147047215 created "2021-04-13" @default.
- W3147047215 creator A5039508010 @default.
- W3147047215 creator A5040287537 @default.
- W3147047215 date "2008-01-01" @default.
- W3147047215 modified "2023-09-28" @default.
- W3147047215 title "Stock Futures Introduction & Its Impact on Indian Spot Market" @default.
- W3147047215 hasPublicationYear "2008" @default.
- W3147047215 type Work @default.
- W3147047215 sameAs 3147047215 @default.
- W3147047215 citedByCount "0" @default.
- W3147047215 crossrefType "posted-content" @default.
- W3147047215 hasAuthorship W3147047215A5039508010 @default.
- W3147047215 hasAuthorship W3147047215A5040287537 @default.
- W3147047215 hasConcept C106159729 @default.
- W3147047215 hasConcept C106306483 @default.
- W3147047215 hasConcept C119599485 @default.
- W3147047215 hasConcept C127413603 @default.
- W3147047215 hasConcept C149782125 @default.
- W3147047215 hasConcept C162324750 @default.
- W3147047215 hasConcept C166957645 @default.
- W3147047215 hasConcept C175223733 @default.
- W3147047215 hasConcept C183582576 @default.
- W3147047215 hasConcept C205649164 @default.
- W3147047215 hasConcept C206658404 @default.
- W3147047215 hasConcept C23922673 @default.
- W3147047215 hasConcept C2776789725 @default.
- W3147047215 hasConcept C2779343474 @default.
- W3147047215 hasConcept C2780299701 @default.
- W3147047215 hasConcept C2983622608 @default.
- W3147047215 hasConcept C556758197 @default.
- W3147047215 hasConcept C91602232 @default.
- W3147047215 hasConceptScore W3147047215C106159729 @default.
- W3147047215 hasConceptScore W3147047215C106306483 @default.
- W3147047215 hasConceptScore W3147047215C119599485 @default.
- W3147047215 hasConceptScore W3147047215C127413603 @default.
- W3147047215 hasConceptScore W3147047215C149782125 @default.
- W3147047215 hasConceptScore W3147047215C162324750 @default.
- W3147047215 hasConceptScore W3147047215C166957645 @default.
- W3147047215 hasConceptScore W3147047215C175223733 @default.
- W3147047215 hasConceptScore W3147047215C183582576 @default.
- W3147047215 hasConceptScore W3147047215C205649164 @default.
- W3147047215 hasConceptScore W3147047215C206658404 @default.
- W3147047215 hasConceptScore W3147047215C23922673 @default.
- W3147047215 hasConceptScore W3147047215C2776789725 @default.
- W3147047215 hasConceptScore W3147047215C2779343474 @default.
- W3147047215 hasConceptScore W3147047215C2780299701 @default.
- W3147047215 hasConceptScore W3147047215C2983622608 @default.
- W3147047215 hasConceptScore W3147047215C556758197 @default.
- W3147047215 hasConceptScore W3147047215C91602232 @default.
- W3147047215 hasLocation W31470472151 @default.
- W3147047215 hasOpenAccess W3147047215 @default.
- W3147047215 hasPrimaryLocation W31470472151 @default.
- W3147047215 hasRelatedWork W1868999341 @default.
- W3147047215 hasRelatedWork W1977351219 @default.
- W3147047215 hasRelatedWork W1989352623 @default.
- W3147047215 hasRelatedWork W2004421184 @default.
- W3147047215 hasRelatedWork W2013758194 @default.
- W3147047215 hasRelatedWork W2055763570 @default.
- W3147047215 hasRelatedWork W2071832205 @default.
- W3147047215 hasRelatedWork W2098591947 @default.
- W3147047215 hasRelatedWork W2099203057 @default.
- W3147047215 hasRelatedWork W2130455805 @default.
- W3147047215 hasRelatedWork W2166127104 @default.
- W3147047215 hasRelatedWork W2329554920 @default.
- W3147047215 hasRelatedWork W2385359768 @default.
- W3147047215 hasRelatedWork W2392855669 @default.
- W3147047215 hasRelatedWork W2993171869 @default.
- W3147047215 hasRelatedWork W2993608073 @default.
- W3147047215 hasRelatedWork W3121437453 @default.
- W3147047215 hasRelatedWork W3137247360 @default.
- W3147047215 hasRelatedWork W3163445677 @default.
- W3147047215 hasRelatedWork W78367689 @default.
- W3147047215 isParatext "false" @default.
- W3147047215 isRetracted "false" @default.
- W3147047215 magId "3147047215" @default.
- W3147047215 workType "article" @default.