Efficiency of futures markets

dc.contributor.advisor	Naik, Gopal
dc.contributor.author	Aneja, Ajay
dc.date.accessioned	2014-10-10T11:17:58Z
dc.date.available	2014-10-10T11:17:58Z
dc.date.copyright	1991
dc.date.issued	1991
dc.identifier.uri	http://hdl.handle.net/11718/12469
dc.description.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.	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management, Ahmedabad	en_US
dc.relation.ispartofseries	SP;281
dc.subject	Futures market	en_US
dc.subject	Stock Price	en_US
dc.subject	Ahmedabad Commodity Exchange	en_US
dc.title	Efficiency of futures markets	en_US
dc.type	Student Project	en_US