Stock market integration and efficiency:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Dehli
Excel books
2007
|
| Ausgabe: | 1. ed. |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 215 S. graph. Darst. |
| ISBN: | 9788174465399 8174465391 |
Internformat
MARC
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| 100 | 1 | |a Mishra, R. K. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Stock market integration and efficiency |c R. K. Mishra ; K. N. Mukherjee |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a New Dehli |b Excel books |c 2007 | |
| 300 | |a VIII, 215 S. |b graph. Darst. | ||
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| 700 | 1 | |a Mukherjee, K. N. |e Verfasser |4 aut | |
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Datensatz im Suchindex
| _version_ | 1804142704738697216 |
|---|---|
| adam_text | Contents
Preface m
Acknowledgements ix
About the Authors xi
Chapter 1: Review of Stock Market Integration: An International Perspective 1
1.1 Introduction 1
1.2 Review of Literature 4
1.3 Critical Assessment of Previous Works 18
1.4 Conclusion 19
Chapter 2: Stock Market Interlinkages: A Study of Indian and 29
World Equity Markets
2.1 Introduction 29
2.2 Review of Literature 30
2.3 Data 31
2.4 Methodology 32
2.5 Empirical Results 36
2.6 Conclusion 38
Chapter 3: Information Leadership and Volatility Spillover across Countries: 53
A Case of Indian and Other Asian Equity Markets
3.1 Introduction 53
3.2 Review of Literature 54
3.3 Data and Preliminary Analysis 56
3.4 Methodology 57
3.5 Empirical Results 59
3.6 Conclusion 63
Chapter 4: International Stock Market Integration and its Economic 77
Determinants: A Study of Indian and World Equity Markets
4.1 Introduction 77
4.2 Review of Literature 78
4.3 Data and Preliminary Analysis 80
4.4 Methodology 82
4.5 Empirical Results 87
4.6 Conclusion 90
Chapter 5: Lead-Lag Relationship among Indian Spot and Futures Markets: 103
A Case of Nifty Index and Some Underlying Stocks
5.1 Introduction 103
5.2 Review of Literature 104
5.3 Methodology 106
5.4 Data and Descriptive Statistics 109
VI • Stock Market Integration and Efficiency
5.5 Empirical Results 110
5.6 Conclusion 112
Chapter 6: Lead-Lag Relationship between Equities and Stock Index 123
Futures Market and its Variation around Information
Release: Empirical Evidence from India
123
125
127
130
132
136
Chapter 7: Impact of Open Interest and Trading Volume in Option Market 153
on Underlying Cash Market: Empirical Evidence from
Indian Equity Option Market
7.1 Introduction 153
7.2 Review of Literature 154
7.3 Data and Methodology 156
7.4 Empirical Results 158
7.5 Conclusion 160
Bibliography 171
Index 213
6.1 Introduction
6.2 Review of Literature
6.3 Data and Preliminary Analysis
6.4 Methodology
6.5 Empirical Analysis
6.6 Conclusion
|
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| indexdate | 2024-07-09T22:36:00Z |
| institution | BVB |
| isbn | 9788174465399 8174465391 |
| language | English |
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| physical | VIII, 215 S. graph. Darst. |
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| spelling | Mishra, R. K. Verfasser aut Stock market integration and efficiency R. K. Mishra ; K. N. Mukherjee 1. ed. New Dehli Excel books 2007 VIII, 215 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mukherjee, K. N. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020135541&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mishra, R. K. Mukherjee, K. N. Stock market integration and efficiency |
| title | Stock market integration and efficiency |
| title_auth | Stock market integration and efficiency |
| title_exact_search | Stock market integration and efficiency |
| title_full | Stock market integration and efficiency R. K. Mishra ; K. N. Mukherjee |
| title_fullStr | Stock market integration and efficiency R. K. Mishra ; K. N. Mukherjee |
| title_full_unstemmed | Stock market integration and efficiency R. K. Mishra ; K. N. Mukherjee |
| title_short | Stock market integration and efficiency |
| title_sort | stock market integration and efficiency |
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