Determinants of Volume of Trading in Index Futures
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Total Pages | : 49 |
Release | : 2006 |
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Author | : |
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Total Pages | : 49 |
Release | : 2006 |
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Author | : Terrence F. Martell |
Publisher | : |
Total Pages | : 28 |
Release | : 1985 |
Genre | : Commodity exchanges |
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Author | : Terrence F. Martell |
Publisher | : |
Total Pages | : 15 |
Release | : 1987 |
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Author | : Avanidhar Subrahmanyam |
Publisher | : |
Total Pages | : 276 |
Release | : 1990 |
Genre | : Financial futures |
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Author | : Joel Kaplan |
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Total Pages | : 60 |
Release | : 1976 |
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Author | : Babu Jose |
Publisher | : |
Total Pages | : 11 |
Release | : 2013 |
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In India, spot market return, number of contract, turnover and volatility of the futures market are having short run relationship with futures market return. On the basis of the empirical analysis it is clearly found that spot market is the key factor which predicts the movement of futures market and the trader can depend upon volatility and trading volume to take any decision on futures market trading. In precise, spot market return, volatility of the futures market, turnover and number of contract are the determinants of futures market in India. Spot market return is the major determinants of futures market, indeed variables from futures market itself like open interest and turnover of futures market can be taken in to consideration for determining the futures market return. The empirical study is made with spot return, futures return, volatility of futures return, number of contract, trading volume and open interest of S&P CNX Nifty and its underlying index Nifty-50 for the period 12th June 2000- 30th June 2011 by applying the VAR Granger Causality/Block Exogenity Test.
Author | : Jonathan P. Grady |
Publisher | : |
Total Pages | : 61 |
Release | : 1997 |
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Author | : Babu Jose |
Publisher | : LAP Lambert Academic Publishing |
Total Pages | : 132 |
Release | : 2013 |
Genre | : |
ISBN | : 9783659326042 |
Futures Market movement always depends on the fluctuation of the spot market. Elements of the futures market such as Open Interest, Trade volume, Volatility of futures return and Turn over are having direct link with futures return. Underlying Market return is the major influencing factor of the futures market, but the uncertain events of the futures market can be explained by observing the different relation ships of variables in the futures market.Market Depth, Market Volatility and market Trends are having causal relationship with futures return. Market responses and reflections are explained by the study with the help of econometric models like VAR Granger Causality/Block Exogeniety test, Impulse Response Function and Variance Decomposition.Indian stock and derivative markets are so speculative and volatile, the prediction of the movement is very difficult. Daily return series of S&P CNX Nifty and its underlying index from 2000 to 2010 are taken for the analysis. The whole study period is divided in to five stages as per the market movement and structural break of the data series. The empirical results of the study reveals the determinants of the futures market in India.
Author | : Matthias Kalkuhl |
Publisher | : Springer |
Total Pages | : 620 |
Release | : 2016-04-12 |
Genre | : Business & Economics |
ISBN | : 3319282018 |
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Author | : Katrina Avila Munichiello |
Publisher | : Tuttle Publishing |
Total Pages | : 256 |
Release | : 2017-03-21 |
Genre | : Literary Collections |
ISBN | : 9780804848992 |
A Tea Reader contains a selection of stories that cover the spectrum of life. This anthology shares the ways that tea has changed lives through personal, intimate stories. Read of deep family moments, conquered heartbreak, and peace found in the face of loss. A Tea Reader includes stories from all types of tea people: people brought up in the tea tradition, those newly discovering it, classic writings from long-ago tea lovers and those making tea a career. Together these tales create a new image of a tea drinker. They show that tea is not simply something you drink, but it also provides quiet moments for making important decisions, a catalyst for conversation, and the energy we sometimes need to operate in our lives. The stories found in A Tea Reader cover the spectrum of life, such as the development of new friendships, beginning new careers, taking dream journeys, and essentially sharing the deep moments of life with friends and families. Whether you are a tea lover or not, here you will discover stories that speak to you and inspire you. Sit down, grab a cup, and read on.