Empirical Analysis of Price Divcovery in the NSE Spot and Futures Markets of India (Record no. 30793)

MARC details
000 -LEADER
fixed length control field 01350pab a2200205 454500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140923b0 xxu||||| |||| 00| 0 eng d
040 ## - CATALOGING SOURCE
Transcribing agency Welingkar Institute of Management Development & Research, Mumbai
Original cataloging agency Welingkar Institute of Management Development & Research, Mumbai
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title ENG
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number
Item number Sri
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Srinivasan P
245 ## - TITLE STATEMENT
Title Empirical Analysis of Price Divcovery in the NSE Spot and Futures Markets of India
250 ## - EDITION STATEMENT
Edition statement 11
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc.
Name of publisher, distributor, etc. Nov 2009
Date of publication, distribution, etc. 0
300 ## - PHYSICAL DESCRIPTION
Extent 24-36 Pp.
490 ## - SERIES STATEMENT
Volume/sequential designation 15
520 ## - SUMMARY, ETC.
Summary, etc. The paper examines the causal relationship between Nifty spot index and index futures market in India. The empirical analysis was conducted for the daily data series from June 12, 2000 to September 12, 2008. The results reveal that there exists a long-run relationship between Nifty spot and Nifty futures prices. Further, the results confirm the presence of a bidirectional relationship between the Nifty spot and Nifty futures market prices in India. It can, therefore, be concluded that both the spot and futures markets play the leading role through price discovery process in India and said to be informationally efficient and react more quickly to each other.<br/><br/>
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Index Futures, NSE, Nifty Spot Index
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://192.168.6.13/libsuite/mm_files/Articles/AR10988.pdf">http://192.168.6.13/libsuite/mm_files/Articles/AR10988.pdf</a>
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 32970
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
        Main Library Main Library 13/11/2009 0.00   Sri AR10988 23/09/2014 0.00 23/09/2014 Articles

Powered by Koha