Browsing Thesis and Dissertations by Author "Agarwalla, Sobhesh Kumar"
Now showing items 1-2 of 2
-
Intraday activity patterns and market microstructure effects in Indian capital markets: an empirical investigation using high frequency data
Agarwalla, Sobhesh Kumar (2010)This study analyzes the intraday activity (volatility, volume and trade frequency) patterns and market microstructure effects in the Indian capital market using a large dataset. Intraday 5-minutes volume and volatility are ... -
Studies in Indian equity derivatives market
Jain, Sonali (Indian Institute of Management Ahmedabad, 2019)Indian equity derivatives market is one of the largest derivatives markets in the world, with highly liquid index futures, Single-stock futures (SSFs), index options and Single-stock options (SSOs). We explore the dynamics ...