Impact of Derivatives Trading on Emerging Capital Markets: A Note on Expiration Day Effects in India
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References listed on IDEAS
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- Bhattacharyya, Surajit & Saxena, Arunima, 2008. "Stock Futures Introduction & Its Impact on Indian Spot Market," MPRA Paper 15250, University Library of Munich, Germany.
More about this item
Keywordsderivatives contracts; expiration day effect; India;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-04-21 (All new papers)
- NEP-CWA-2007-04-21 (Central & Western Asia)
- NEP-MST-2007-04-21 (Market Microstructure)
- NEP-RMG-2007-04-21 (Risk Management)
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