Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India
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Cited by:
- Rachna Mahalwala, 2016. "A Study of Expiration-day Effects of Index Derivatives Trading in India," Metamorphosis: A Journal of Management Research, , vol. 15(1), pages 10-19, June.
- Bhattacharyya, Surajit & Saxena, Arunima, 2008. "Stock Futures Introduction & Its Impact on Indian Spot Market," MPRA Paper 15250, University Library of Munich, Germany.
- Chhabra, Damini & Gupta, Mohit, 2022. "Calendar anomalies in commodity markets for natural resources: Evidence from India," Resources Policy, Elsevier, vol. 79(C).
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More about this item
Keywords
derivatives contracts; expiration day effect; India;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2007-04-21 (Central and Western Asia)
- NEP-MST-2007-04-21 (Market Microstructure)
- NEP-RMG-2007-04-21 (Risk Management)
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