Intraday price discovery and volatility transmission between the dual-listed stock index futures and spot markets – new evidence from India

Saved in:
Bibliographic Details
Published in:International journal of emerging markets 2023-08
Main Authors: Sundararajan, Sivakumar, Balasubramanian, Senthil Arasu
Format: Article
Language:English
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:
ISSN:1746-8809
DOI:10.1108/IJOEM-07-2022-1097