Open Access Open Access  Restricted Access Subscription Access
Open Access Open Access Open Access  Restricted Access Restricted Access Subscription Access

Derivative Introduction and Volatility: A Study in American Context


Affiliations
1 Prestige Institute of Management, Gwalior, India
2 IIMHR, Jaipur, India
3 Alumni PIMG, India
     

   Subscribe/Renew Journal


Therefore the present study was done in American context to find out the volatility by the derivative introduction in the stock exchange. The objective of the study is to compare the volatility in the NASDAQ and American stock exchange (NYSE). Here researcher has estimated the volatility effect in the NYSE after the introduction of derivative trading. This study was help to understand about the investment decision in the derivative market and also in the stocks. The individual who don't have sufficient knowledge about the market can also understand the nature of the market by studying the research.
Subscription Login to verify subscription
User
Notifications
Font Size


  • Carol, A. and , Andreza B., ?The Spider in the Hedge ?The Accounting Review 47, 509- 527retrived on 12-6-2011 SSRN: http://ssrn.com/abstract=497502
  • Froot , (1991) ?Intraday Price Formation in US Equity Index Markets journal of finance, 39, 819-835. retrived on 4-6-2011 SSRN: http://ssrn.com/abstract=1536343
  • Gullen (1998). ?Evidence of Implicit Taxes on Equity Using Data from Futures Markets to Control for Risk ?Journal of Finance 45, 231-243 retrived on 4-6-2011 SSRN: http://ssrn.com/abstract/derivative=15363323
  • Huang and Stoll (1998), “Efficient analytical approximation of American option values, Journal of Finance 42, 301-320
  • Karagozoglu , ? Maturity Effect on Stock Index Futures in an Emerging Market The Accounting Review 47, 509-527 retrieved on 18-6-2011 SSRN: http://ssrn.com/abstract=293085
  • Lamourreoux and Poon’s (1987), “Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, The Journal of Finance 47, 1731-1764.
  • Maloney and Mulherin (1992) ,”Institutional Trades and Intraday Stock Price Be- Havior”, Journal of Financial Economics, 173-199.
  • Martell (1999).American Options in the Heston Model With Stochastic Interest Rate ?Review of Financial Studies 1, 403-425.retrived on 18-6-2011 SSRN: http://ssrn.com/abstract=293085 or doi:10.2139/ssrn.293085
  • McCann and Webb (1994), ?Pricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk Journalof Financial Economics 71, 349-380. Retrived on 12-6- 2011 SSRN: http://ssrn.com/abstract=294464 or doi:10.2139/ssrn.294464
  • Ross,P.(1989) ?The Market Liquidty of Diamonds, Qubes, and Their Underlying Stocks Journal ofFinance 37, 883-889 retrived on 4-6-2011 SSRN: http://ssrn.com/abstract=1536345
  • Shastri (1995)., The Case of Equity Index Futures Journal of Finance, 50, 1767-1774.
  • Smith, and Whaley (2003) .,The Evolution of Shareholder Activism in the United States ?Journal of Financial and Quantitative Analysis 23, 269-283. Retrived on 10-6-2011 SSRN: http://ssrn.com/abstract=1090698 or doi:10.1111/j.1745-6622.2007.00125.x
  • Smith, and Whaley (2003) ?Decisions and Nondecisions: An Analytical Framework, The American Political Science Review 57, 632–642.

Abstract Views: 120

PDF Views: 0




  • Derivative Introduction and Volatility: A Study in American Context

Abstract Views: 120  |  PDF Views: 0

Authors

Tarika Singh
Prestige Institute of Management, Gwalior, India
Seema Mehta
IIMHR, Jaipur, India
Manoj Narwaria
Alumni PIMG, India

Abstract


Therefore the present study was done in American context to find out the volatility by the derivative introduction in the stock exchange. The objective of the study is to compare the volatility in the NASDAQ and American stock exchange (NYSE). Here researcher has estimated the volatility effect in the NYSE after the introduction of derivative trading. This study was help to understand about the investment decision in the derivative market and also in the stocks. The individual who don't have sufficient knowledge about the market can also understand the nature of the market by studying the research.

References