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A study on price discovery and causality between spot and future - Jaheer Mukthar
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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 Bücher / Sozialwissenschaften, Recht & Wirtschaft / Wirtschaft, [PU: VDM Verlag Dr. Müller, Saarbrücken]

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A study on price discovery and causality between spot and future:a case of India Jaheer Mukthar, Sachin Pavithran AP, Teena Thomas P A study on price discovery and causality between spot and future:a case of India Jaheer Mukthar, Sachin Pavithran AP, Teena Thomas P Bücher > Wissenschaft > Wirtschaftswissenschaft, VDM Verlag

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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:

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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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 15.04.2017 06:45:05
ISBN/EAN: 9783639355086

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


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