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Research article

First published 2016-7

Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets

Supachok Thakolsri, Yuthana Sethapramote, Komain Jiranyakul

Sage Open

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Research article

First published 2017-10

An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market

Jorge de Andrés-Sánchez

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2009-7

Impact of Index Futures and Options Introduction: A Case of Spot Market Volatility in BSE

M. Selvam, M. Babu, G. Indhumathi [...]

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2014-12

Impact of Introducing Different Financial Derivative Instruments in India on Its Stock Market Volatility

Suparna Nandy (Pal), Arup Kr. Chattopadhyay

Paradigm: A Management Research Journal

Free access

Research article

First published 2008-4

Significance of Non-Price Variables in Price Discovery: An Empirical Study of Stock Option Market in India

Sandeep Srivastava, Surendra S Yadav, P K Jain

Vikalpa: The Journal for Decision Makers

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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 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 1997-06

Mispricing in Stock Index Futures: A Re‐Examination Using the SPI

Tim Brailsford, Allan Hodgson

Australian Journal of Management

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Research article

First published 2005-12

Statistical Inadequacy of GARCH Models for Asian Stock Markets

Kian-Ping Lim, Melvin J. Hinich, Venus Khim-Sen Liew

Journal of Emerging Market Finance

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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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