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Applied Economics Volume 48, 2016 - Issue 34
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Original Articles

Volatility–volume causality across single stock spot–futures markets in India

Anshul JainAccounting & Finance, Management Development Institute, Gurgaon, IndiaCorrespondence[email protected]
,
Pratap Chandra BiswalAccounting & Finance, Management Development Institute, Gurgaon, India
&
Sajal GhoshEconomics, Management Development Institute, Gurgaon, India
Pages 3228-3243 | Published online: 20 Jan 2016

Citations (10)

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Parizad Dungore. (2022) Analysis of Investors’ Prediction Potential Using Holt Winters Model and Artificial Neural Networks. Applied Economics Letters 29:21, pages 2032-2039.
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Articles from other publishers (9)

Loc Dong Truong, H. Swint Friday & Anh Thi Kim Nguyen. (2022) The Effects of Index Futures Trading Volume on Spot Market Volatility in a Frontier Market: Evidence from Ho Chi Minh Stock Exchange. Risks 10:12, pages 234.
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Edward Curran, Jack Hunt & Vito Mollica. (2021) Single stock futures and their impact on market quality: Be careful what you wish for. Journal of Futures Markets 41:11, pages 1677-1692.
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Aravind Sampath & Arun Kumar Gopalaswamy. (2020) Intraday Variability and Trading Volume: Evidence from National Stock Exchange. Journal of Emerging Market Finance 19:3, pages 271-295.
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Aravind Sampath & Parth Garg. (2018) Contemporaneous and Causal Relationship between Returns and Volumes: Evidence from Nifty Futures. International Review of Finance 19:3, pages 653-664.
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Mahmoud Qadan & David Y. Aharon. (2019) The length of the trading day and trading volume. Eurasian Business Review 9:2, pages 137-156.
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Walid M.A. Ahmed. (2018) The asymmetric price-volume relation revisited: evidence from Qatar. Journal of Asia Business Studies 12:2, pages 193-219.
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Markus Schuller, Andreas Haberl & Ilia Zaichenkov. (2021) Causality Testing in Equity Markets. SSRN Electronic Journal.
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Edward Curran & Vito Mollica. (2020) Single Stock Futures and Their Impact on Market Quality: Be Careful What You Wish For. SSRN Electronic Journal.
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Jonathan A. Batten, Brian M. Lucey, Frank McGroarty, Maurice Peat & Andrew Urquhart. (2016) Stylized Facts of Intraday Precious Metal Returns. SSRN Electronic Journal.
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