[HTML][HTML] Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion
This paper investigates the connectedness of Artificial intelligence stocks with agri-
commodity stocks during COVID-19 and Russia-Ukraine invasion. To measure the Artificial …
commodity stocks during COVID-19 and Russia-Ukraine invasion. To measure the Artificial …
An investigation of price discovery and volatility spillovers in India's foreign exchange market
S Sehgal, W Ahmad, F Deisting - Journal of Economic Studies, 2015 - emerald.com
Purpose–The purpose of this paper is to examine the price discovery and volatility spillovers
in spot and futures prices of four currencies (namely, USD/INR, EURO/INR, GBP/INR and …
in spot and futures prices of four currencies (namely, USD/INR, EURO/INR, GBP/INR and …
Price discovery and convergence in the Indian commodities market
V Iyer, A Pillai - Indian Growth and Development Review, 2010 - emerald.com
Purpose–The purpose of this paper is to examine whether futures markets play a dominant
role in the price discovery process. The rate of convergence of information from one market …
role in the price discovery process. The rate of convergence of information from one market …
[PDF][PDF] Agricultural commodity futures in India-A literature review
HP Kaur, B Anjum - Galaxy International Interdisciplinary Research, 2013 - academia.edu
The purpose of this paper is to provide an overview of Agricultural Commodity Futures in
India by taking into account the variability of empirical results of some selected studies on …
India by taking into account the variability of empirical results of some selected studies on …
[PDF][PDF] Intraday lead/lag relationships between the futures and spot market
K Choudhary, S Bajaj - Eurasian Journal of Business and Economics, 2012 - ejbe.org
This study investigates whether spot and futures markets are playing an important role in the
assimilation of information and price discovery in the Indian stock market. For accomplishing …
assimilation of information and price discovery in the Indian stock market. For accomplishing …
Volatility dynamics in oil and oilseeds spot and futures market in India
M Malhotra, DK Sharma - Vikalpa, 2016 - journals.sagepub.com
India occupies the fifth position in the vegetable oil economy of the world. The demand for
oilseeds and vegetable oil has far exceeded the domestic output necessitating huge …
oilseeds and vegetable oil has far exceeded the domestic output necessitating huge …
Investigating the Efficiency of Bitcoin Futures in Price Discovery
The present study investigates the efficiency of the Bitcoin futures in the price discovery
process by assessing the lead-lag relationship between the futures and spot prices of …
process by assessing the lead-lag relationship between the futures and spot prices of …
The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the …
MT Paul, JD Kimata - Applied Economics, 2016 - Taylor & Francis
This article examines the effects of persistence, asymmetry and the US subprime mortgage
crisis on the volatility of the returns and also the price discovery, efficiency and the linkages …
crisis on the volatility of the returns and also the price discovery, efficiency and the linkages …
An empirical examination of the process of information transmission in India's agriculture futures markets
S Sehgal, W Ahmad, F Deisting - Forthcoming in Journal of …, 2014 - papers.ssrn.com
This study examines the process of information transmission in India's agriculture commodity
futures market by investigating the price discovery and direction of volatility spillovers …
futures market by investigating the price discovery and direction of volatility spillovers …
Price discovery process in nifty spot and futures markets
K Choudhary, S Bajaj - Global Business Review, 2013 - journals.sagepub.com
This article investigates the role of price discovery in the Indian stock market by taking into
consideration 41 individual securities and Nifty. The present article reports a study based on …
consideration 41 individual securities and Nifty. The present article reports a study based on …