Browsing Thesis and Dissertations by Author "Agarwalla, Sobhesh Kumar"

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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 ...
Three essays on the Indian derivatives market

Saurav, Sumit (Indian Institute of Management Ahmedabad, 2024)

The Indian derivatives market is one of the largest derivatives markets by volume in the world. The existence of liquid single stock options, single stock futures, and spot market along with very high retail participation ...