(3.133.144.197)
Users online: 5793     
Ijournet
Email id
 

International Journal of Management, IT and Engineering
Year : 2019, Volume : 9, Issue : 3
First page : ( 138) Last page : ( 154)
Online ISSN : 2249-0558.

A study on futures price behaviour towards its expiry in Indian context

Dr. Sarda Varun*, Nahar Priyal**

*Faculty, Prestige Institute of Management and Research, Indore, Devi Ahilya University, Madhya Pradesh, India

**Student, Prestige Institute of Management and Research, Indore, Devi Ahilya University, Madhya Pradesh, India

Online published on 24 October, 2019.

Abstract

This research investigates the effect of stock future expiration effect on its price using the daily data of 5 companies of automobile industry with high market capitalization. The Indian automobile industry is 4th largest in the world, it contribute 12% in country's GDP. Automobile industry is growing at a very rapid pace. Automobile sector contribute about 12% of nations economy. It can be concluded from the findings of the study that there is an impact of future prices on the price of underlying stock towards the expiry of futures contracts.

Top

Keywords

Futures price, Futures Expiry, Indian Stock Market.

Top

  
║ Site map ║ Privacy Policy ║ Copyright ║ Terms & Conditions ║ Page Rank Tool
740,474,547 visitor(s) since 30th May, 2005.
All rights reserved. Site designed and maintained by DIVA ENTERPRISES PVT. LTD..
Note: Please use Internet Explorer (6.0 or above). Some functionalities may not work in other browsers.