Price discovery process in Nifty spot and future markets (Record no. 11844)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00974npc a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2013 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.6322 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | CHOUHDHARY, KAPIL |
| 245 ## - TITLE STATEMENT | |
| Title | Price discovery process in Nifty spot and future markets |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 55-88 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This article investigates the role of price discovery in the Indian Stock merket by taking into consideration 41 individual securities and Nifty. The present article reports a study based on the daily adjustd closing price of spot and future for the time period between June 2000 to August 2010 (index) and from November 2001 to August 2010 (individual stocks). To analyze the price discovery role, engle and Granger's Residual Based approach, Johansen's cointegration test and VECM (Vector Error Correction MOdel) are used. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | STOCK MARKET |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | BAJAJ, SUSHIL |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P14868 |
| Note | M |
| Host Itemnumber | 33684 |
| Host Biblionumber | 11237 |
| Title | GLOBAL BUSINESS REVIEW |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.