RETRACTED: “Expiration hour effect of futures and options markets on stock market” — A case study on NSE (National Stock Exchange of India)

Author:

Maniar Hiren M.,Bhatt Rajesh,Maniyar Dharmesh M.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference14 articles.

1. Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH;Antoniou & Holmes;Journal of Banking and Finance,1995

2. Do Expirations of Hang Seng Index Derivatives Affect Stock Market Volatility?, Working paper, University of Utah;Bollen,1998

3. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986

4. ARCH modeling in finance;Bollerslev;Journal of Econometrics,1992

5. Triple-witching hour, the change in expiration timing, and stock market reaction;Chen;Journal of Futures Markets,1994

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1. "A Study of Retail Investors' Perceptions Towards Derivatives Market in Gujarat";2023

2. Artificial intelligence-based indicators for ALGO trading strategy on the NSE derivatives;Proceedings of the 4th International Conference on Information Management & Machine Intelligence;2022-12-23

3. Settlement procedures and stock market efficiency;Journal of Futures Markets;2018-11-28

4. A Study of Expiration-day Effects of Index Derivatives Trading in India;Metamorphosis: A Journal of Management Research;2016-06

5. Rates of Return—Investors’ Perspective;India Studies in Business and Economics;2016

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