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A Study On Price Discovery And Causality Between Spot And Future - Jaheer Mukthar, Sachin Pavithran AP, Teena Thomas P
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ISBN: 9783639355086

Jaheer Mukthar, Sachin Pavithran AP, Teena Thomas P,Paperback, English-language edition,Pub by VDM Verlag Books Books ~~ Business & Economics~~ Economics ~~ General study-on-price-discovery-and-causality-between-spot-and-future~~Jaheer-Mukthar VDM Verlag The Indian capital market has witnessed many changes in the past decade. A major reform undertaken by SEBI was the introduction of derivative products: Index future, Index options, stock options and stock future, in a phased manner starting from June 2000. The analysis of price discovery and information flow across cash and future markets has received much attention from academicians regulators and practitioners such as . This is due to the fact that the issue is in inextricably bound up to the key central notion in financial theory, notable market efficiency and arbitrage. In perfect efficient markets, profitable arbitrage should not exist, as price adjust simultaneously and fully to incoming information, therefore, new information disseminating in to the market should be immediately reflected in cash and future prices by triggering trading activity in one or all of the markets simultaneous. As a result, there should be no systematic lagged responses long enough to profitably exploit Thus this study seeks to analyse empirically the price discovery and causal relationship between spot and future market

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A study on  price discovery and causality between spot and future - Mukthar, Jaheer / Pavithran AP, Sachin / Thomas P, Teena
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A study on price discovery and causality between spot and future - Taschenbuch

ISBN: 3639355083

Gebundene Ausgabe, ID: 10531730

a case of India - Buch, gebundene Ausgabe, 56 S., Beilagen: Paperback, Erschienen: 2011 VDM Verlag The Indian capital market has witnessed many changes in the past decade. A major reform undertaken by SEBI was the introduction of derivative products: Index future, Index options, stock options and stock future, in a phased manner starting from June 2000. The analysis of price discovery and information flow across cash and future markets has received much attention from academicians regulators and practitioners such as . This is due to the fact that the issue is in inextricably bound up to the key central notion in financial theory, notable market efficiency and arbitrage. In perfect efficient markets, profitable arbitrage should not exist, as price adjust simultaneously and fully to incoming information, therefore, new information disseminating in to the market should be immediately reflected in cash and future prices by triggering trading activity in one or all of the markets simultaneous. As a result, there should be no systematic lagged responses long enough to profitably exploit Thus this study seeks to analyse empirically the price discovery and causal relationship between spot and future market

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A study on  price discovery and causality between spot and future - Mukthar, Jaheer / Pavithran AP, Sachin / Thomas P, Teena
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A study on price discovery and causality between spot and future - Taschenbuch

2011

ISBN: 3639355083

Gebundene Ausgabe, ID: 10531730

a case of India - Buch, gebundene Ausgabe, 56 S., Beilagen: Paperback, Erschienen: 2011 VDM Verlag, [PU: VDM Verlag Dr. Müller, Saarbrücken]

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A study on  price discovery and causality between spot and future
Autor:

Mukthar, Jaheer / Pavithran AP, Sachin / Thomas P, Teena

Titel:

A study on price discovery and causality between spot and future

ISBN-Nummer:

9783639355086

The Indian capital market has witnessed many changes in the past decade. A major reform undertaken by SEBI was the introduction of derivative products: Index future, Index options, stock options and stock future, in a phased manner starting from June 2000. The analysis of price discovery and information flow across cash and future markets has received much attention from academicians regulators and practitioners such as . This is due to the fact that the issue is in inextricably bound up to the key central notion in financial theory, notable market efficiency and arbitrage. In perfect efficient markets, profitable arbitrage should not exist, as price adjust simultaneously and fully to incoming information, therefore, new information disseminating in to the market should be immediately reflected in cash and future prices by triggering trading activity in one or all of the markets simultaneous. As a result, there should be no systematic lagged responses long enough to profitably exploit Thus this study seeks to analyse empirically the price discovery and causal relationship between spot and future market

Detailangaben zum Buch - A study on price discovery and causality between spot and future


EAN (ISBN-13): 9783639355086
ISBN (ISBN-10): 3639355083
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2011
Herausgeber: VDM Verlag

Buch in der Datenbank seit 16.03.2009 11:21:16
Buch zuletzt gefunden am 18.04.2015 22:13:55
ISBN/EAN: 9783639355086

ISBN - alternative Schreibweisen:
3-639-35508-3, 978-3-639-35508-6

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