Mispricing in Single Stock Futures: Empirical Examination of Indian Markets-Reference-Cited by-同舟云学术

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Mispricing in Single Stock Futures: Empirical Examination of Indian Markets

Published:2018-09-21 Issue:7 Volume:55 Page:1619-1633
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Shankar R. L.¹,Sankar Ganesh²,Kiran Kumar K.³

Affiliation:

1. Finance & Accounting Area, Great Lakes Institute of Management, Chennai, India

2. Finance & Accounting Area, Institute of Financial Management and Research, Chennai, India

3. Finance & Accounting Area, Indian Institute of Management, Indore, India

Funder

National Stock Exchange of India

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2018.1477681

Reference23 articles.

1. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

2. The distribution of realized stock return volatility

3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

4. Short-term traders and liquidity:

5. Arbitrage in Stock Index Futures

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures;Managerial Finance;2024-08-28

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