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http://hdl.handle.net/11718/12469| Title: | Efficiency of futures markets |
| Authors: | Aneja, Ajay |
| Keywords: | Futures market;Stock Price;Ahmedabad Commodity Exchange |
| Issue Date: | 1991 |
| Publisher: | Indian Institute of Management, Ahmedabad |
| Series/Report no.: | SP;281 |
| Abstract: | The aim of the project was to study the price stabilizing effect of futures markets on spot prices; to study the Ahmedabad and Bombay price relationship; to study the convergence property of futures markets; to formulate decision rules for safe trading for a new entrant; the methodology used for the study was based on daily closing prices of castorseed collected from Bombay and Ahmedabad commodity exchanges as well as from Forwards Markets Commissions, Bombay; simple statistical tools as well as computer software Lotus and languages like Dbase and Pascal were used in the analysis to draw meaningful conclusions. |
| URI: | http://hdl.handle.net/11718/12469 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP 1991_281.pdf Restricted Access | 3.41 MB | Adobe PDF | View/Open Request a copy |
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