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Research article

First published 2016-5

Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures

Tanuj Nandan, Puja Agrawal

Margin: The Journal of Applied Economic Research

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Research article

First published 2016-12

Determinants of In-the-money Expiration of Call Option Contracts—An Empirical Evidence from Call Options on Nifty 50 Index

A. Sudhakar, Potharla Srikanth

Global Business Review

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Research article

First published 2015-4

Information Content of Derivatives under Varying Market Conditions and Moneyness: The Case of S&P CNX Nifty Index Options

Rajesh Pathak, Kaushik Bhattacharjee, Nagi Reddy V.

Global Business Review

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Research article

First published 2015-8

On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Analysis of S&P CNX Nifty Index Options

Imlak Shaikh, Puja Padhi

Journal of Emerging Market Finance

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Research article

First published 2015-12

Conjoint Analysis of Option and Volatility Models

Vipul Kumar Singh

Journal of Emerging Market Finance

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Research article

First published 2020-6

Volatility Forecast Incorporating Investors’ Sentiment and its Application in Options Trading Strategies: A Behavioural Finance Approach at Nifty 50 Index

Kelvin Mutum

Vision: The Journal of Business Perspective

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Research article

First published 2014-12

An Empirical Test of Market Efficiency of Indian Index Options Market Using the Black–Scholes Model and Dynamic Hedging Strategy

Debaditya Mohanti, P. K. Priyan

Paradigm: A Management Research Journal

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Research article

First published 2011-1

New Insights into the Impact of Futures and Options Trading on the Underlying Spot Market Volatility in India

G. Saravanan, Devi R. Gayathri, Malabika Deo

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2009-7

Empirical Evidence on the Efficiency of Index Options Market in India

Navdeep Aggarwal, Mohit Gupta

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2009-7

Impact of Derivatives and Asymmetric Effect on Indian Stock Market Volatility

P. Srinivasan, K. Srinivasan, Malabika Deo

Asia-Pacific Journal of Management Research and Innovation

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