Price Discovery,Causality and Forecasting in Indian Futures Market

Language: English

Published by LAP LAMBERT Academic Publishing Jul 2017, 2017

3330026642 / 9783330026643

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This item is printed on demand - Print on Demand Titel. Neuware -The issues of price discovery on spot and futures markets are topics of interest to traders, financial economists and analysts. Although spot and futures markets react to the same information, the major question is which market reacts first the spot or Futures .Theoretically speaking, when two markets for the same asset are faced with the same information arriving simultaneously, the two markets should react at the same time in a similar fashion. If the two markets do not react at the same time, one market will then lead the other. When such a lead-lag relation appears in case of price adjustments, the leading market is viewed as contributing a price discovery function for that sector. My research study is to analyze existence of prohibitive transactions costs or institutional barriers or incorrect trading strategies which could be impeding arbitrage between two markets and hindering efficient functioning of derivatives market. Understanding the behavior and price effects of futures and spot index trading in different world markets is of great significance to Brokerage houses, Investors and Portfolio Managers.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 108 pp. Englisch.…

Seller Inventory # 9783330026643

Title
Price Discovery,Causality and Forecasting in Indian Futures Market
Author
Rajesh Jayakar Pai
Publisher
LAP LAMBERT Academic Publishing Jul 2017
Publication year
2017
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3330026642
ISBN 13
9783330026643
Item weight
179 grams
Dimensions
220x150x8 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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