Price formation in Indian gold market: Analysing the role of gold Exchange Traded Funds (ETFs) against spot and futures markets

Author:

Kaur Prabhdeep,Singh Jaspal

Funder

Government of India

Publisher

Elsevier BV

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference65 articles.

1. Linear and nonlinear Granger causality: Evidence from the UK stock index futures market;Abhyankar;Journal of Futures Markets,1998

2. Aggarwal, N., & Thomas, S. (2011). When do stock futures dominate price discovery? Available at: http://oii.igidr.ac.in:8080/jspui/bitstream/2275/143/1/WP-2011-016.pdf(Accessed 16 August 2015).

3. Association of Mutual Fund in India (AMFI) (2013). AUM-Category/age wise and folio data. Available at: https://www.amfiindia.com/research-information/aum-data/age-wise-folio-data(Accessed 16 December 2016).

4. Association of Mutual Fund in India (AMFI) (2016). AUM-Category/age wise and folio data. Available at: https://www.amfiindia.com/research-information/aum-data/age-wise-folio-data(Accessed 16 December 2016).

5. Are gold and silver a hedge against inflation? A two century perspective;Bampinas;International Review of Financial Analysis,2015

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