Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/12469
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dc.contributor.advisorNaik, Gopal-
dc.contributor.authorAneja, Ajay-
dc.date.accessioned2014-10-10T11:17:58Z-
dc.date.available2014-10-10T11:17:58Z-
dc.date.copyright1991-
dc.date.issued1991-
dc.identifier.urihttp://hdl.handle.net/11718/12469-
dc.description.abstractThe 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.en_US
dc.language.isoenen_US
dc.publisherIndian Institute of Management, Ahmedabaden_US
dc.relation.ispartofseriesSP;281-
dc.subjectFutures marketen_US
dc.subjectStock Priceen_US
dc.subjectAhmedabad Commodity Exchangeen_US
dc.titleEfficiency of futures marketsen_US
dc.typeStudent Projecten_US
Appears in Collections:Student Projects

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