Impact of Derivative Trading On Stock Market Volatility in India: A Study of S&P CNX Nifty

The Purpose of the study is to examine the impact of derivative trading on stock market volatility. The sample data consist of closing prices of S&P CNX Nifty as well as closing prices of five derivative stocks and five non derivative stocks from April 1, 2002 to March 31, 2005. The study uses G...

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Bibliographic Details
Main Authors: Ruchika GAHLOT, Saroj K. DATTA, Sheeba KAPIL
Format: Article
Language:English
Published: Ala-Too International University 2010-11-01
Series:Eurasian Journal of Business and Economics
Subjects:
Online Access:http://ejbe.org/EJBE2010Vol03No06p139GAHLOT-DATTA-KAPIL.pdf