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Impact of Liquidity on the Futures‐Cash Basis: Evidence from the Indian Market

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  • Palani‐Rajan Kadapakkam
  • Umesh Kumar

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  • Palani‐Rajan Kadapakkam & Umesh Kumar, 2013. "Impact of Liquidity on the Futures‐Cash Basis: Evidence from the Indian Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(3), pages 266-298, March.
    • Handle: RePEc:wly:jfutmk:v:33:y:2013:i:3:p:266-298
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    Cited by:

    1. Wu, Lei & Zeng, Hongchao, 2019. "The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market," Economic Modelling, Elsevier, vol. 83(C), pages 96-110.
    2. Han, Jianlei & Pan, Zheyao, 2017. "On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, vol. 36(C), pages 115-131.
    3. Edward Curran & Jack Hunt & Vito Mollica, 2020. "Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(11), pages 1793-1806, November.
    4. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.

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