2011, ISBN: 3639355083

The Indian capital market has witnessed many changes in the past decade. This is due to the fact that the issue is in inextricably bound up to the key central notion in financial theory, … Mehr…

The Indian capital market has witnessed many changes in the past decade. This is due to the fact that the issue is in inextricably bound up to the key central notion in financial theory, notable market efficiency and arbitrage. A study on price discovery and causality between spot and future: a case of IndiaEinbandPaperback / SoftbackAutor(en)Mukthar, Jaheer; Pavithran AP, Sachin; Teena, Thomas P.VerlagVDM Verlag Dr. MüllerAusgabe2011Formatangaben56 pagesSpracheengISBN3639355083ISBN-13 / EAN9783639355086PreisEUR 49,00 (inkl. MwSt.)NEUWARE - Tagesaktueller, sicherer und weltweiter Versand. Rechnung legen wir bei.The Indian capital market has witnessed many changes in the past decade. A major reform undertaken by SEBI was the introduction of derivative products: Index future, Index options, stock options and stock future, in a phased manner starting from June 2000. The analysis of price discovery and information flow across cash and future markets has received much attention from academicians regulators and practitioners such as . This is due to the fact that the issue is in inextricably bound up to the key central notion in financial theory, notable market efficiency and arbitrage. In perfect efficient markets, profitable arbitrage should not exist, as price adjust simultaneously and fully to incoming information, therefore, new information disseminating in to the market should be immediately reflected in cash and future prices by triggering trading activity in one or all of the markets simultaneous. As a result, there should be no systematic lagged responses long enough to profitably exploit Thus this study seeks to analyse empirically the price discovery and causal relationship between spot and future marketHinweis: Auflage und/oder Erscheinungsjahr können im Buchkatalog von eBay unter Umständen von unseren Angeboten abweichen. Dies gilt insbesondere wenn eine ISBN durch den Verlag doppelt vergeben wurde. Im Einzelfall bzw. bei Bedarf bitte VOR Bestellung erfragen.Angaben zur Versandzeit stammen aus Standardeinstellung von ebay; Wir verschicken tagesaktuell; Sendungen unter 1 kg werden als Waren-/Büchersendung (Laufzeiten sind leider sehr unterschiedlich zwischen 2 und 14 Werktagen) verschickt, ab 1 Kg erfolgt der Versand über DPD.Falls Sie eine Bestellung dringend bzw. zu einem bestimmten Zeitpunkt benötigen, wählen Sie bitte immer die Versandart PAKETVERSAND (DPD Classic), ansonsten können wir die Lieferzeiten nicht garantieren.Artikel eingestellt mit dem w+h GmbH eBay-ServiceDaten- und Bilderhosting mit freundlicher Unterstützung von Buchfreund. (2021-08-17), Festpreisangebot, [LT: FixedPrice], EAN: 9783639355086, Publikationsname: A Study On Price Discovery And Causality Between Spot And Future, Produktart: Paperback / Softback, Fach: Wirtschaft, Format: Taschenbuch, Anzahl der Seiten: 56 Seiten, Sprache: Englisch, Vdm Verlag, 2011<

2011, ISBN: 9783639355086

[ED: Softcover], [PU: VDM Verlag Dr. Müller], The Indian capital market has witnessed many changes in the past decade. A major reform undertaken by SEBI was the introduction of derivative… Mehr…

[ED: Softcover], [PU: VDM Verlag Dr. Müller], The Indian capital market has witnessed many changes in the past decade. A major reform undertaken by SEBI was the introduction of derivative products: Index future, Index options, stock options and stock future, in a phased manner starting from June 2000. The analysis of price discovery and information flow across cash and future markets has received much attention from academicians regulators and practitioners such as . This is due to the fact that the issue is in inextricably bound up to the key central notion in financial theory, notable market efficiency and arbitrage. In perfect efficient markets, profitable arbitrage should not exist, as price adjust simultaneously and fully to incoming information, therefore, new information disseminating in to the market should be immediately reflected in cash and future prices by triggering trading activity in one or all of the markets simultaneous. As a result, there should be no systematic lagged responses long enough to profitably exploit Thus this study seeks to analyse empirically the price discovery and causal relationship between spot and future market 2011. 56 S. Versandfertig in 6-10 Tagen, DE, [SC: 0.00], Neuware, gewerbliches Angebot, Offene Rechnung (Vorkasse vorbehalten)<

2011, ISBN: 3639355083

[EAN: 9783639355086], Neubuch, [PU: VDM Verlag Dr. Müller], New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 20… Mehr…

[EAN: 9783639355086], Neubuch, [PU: VDM Verlag Dr. Müller], New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000, Books<

2011, ISBN: 3639355083

[EAN: 9783639355086], Neubuch, [PU: VDM Verlag Dr. Müller], New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000., Books

2011, ISBN: 9783639355086

Trade paperback, New., Trade paperback (US). Glued binding. 56 p., Saarbrucken, [PU: VDM Verlag]