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The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market
(2011-05-26)
This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume is examined. It examines the dynamic ...
Modeling price behavior and convenience yield in Indian commodity futures markets
(2011)
Organized commodity derivatives markets in India are relatively new. After the commencement of trading of futures on the national commodity exchanges (NCDEX, MCX, and NMCE) in 2003-2004, the trading volume and value have ...
Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
(UNIV INDONESIA, 2011)
This paper examines hedging effectiveness of four agricultural (soybean, corn, castor seed and guar seed) and seven non-agricultural (gold, silver, aluminium, copper, zinc, crude oil and, natural gas) futures contracts ...