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Information content of derivatives under varying market cond moneyness
When homogeneous or closely linked securities trade in multiple markets, the market where the price discovery takes place becomes vital. We investigate the information content in equity index options trading using S&P CNX Nifty Index options traded on the National Stock Exchange (NSE), India. W...
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| Format: | Article |
| Language: | English |
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2015
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| LEADER | 00793nab a22001217a 4500 | ||
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| 008 | 160615b2015 xxu||||| |||| 00| 0 eng d | ||
| 100 | |a Pathak, Rajesh | ||
| 245 | |a Information content of derivatives under varying market cond moneyness |c the case of S&P CNX Nifty index options / Pathak, Rajesh. | ||
| 260 | |c 2015 | ||
| 300 | |a 281 - 302 | ||
| 520 | |a When homogeneous or closely linked securities trade in multiple markets, the market where the price discovery takes place becomes vital. We investigate the information content in equity index options trading using S&P CNX Nifty Index options traded on the National Stock Exchange (NSE), India. We account for different market conditions (for example, Uptrend, Downtrend, Recovery phases) and option | ||
| 773 | |a Global Business Review |d Apr | ||
| 999 | |c 43731 |d 43731 | ||