Impact of Derivatives on Price Volatility in Indian Stock Market

ISBN Number : 978-93-5299-513-4

Student Price : Rs.595

Student Dollar Price : 24$

Book Edition : First

Year of Publication : 2018

No. Of Pages : 256

Book Weight :0

About The Book

A very relevant topic which tackles the contemporary issue of price volatility in Indian stock market. Methodology in this book is very elaborate with detailed review of literature cited in the book. Also, exceptional details are mentioned about the terms and concepts of derivatives. The book is a complete original version as regards the contribution by the authors.

The present book – Impact of Derivatives on Price Volatility in Indian Stock Market – attempts to study the impact of volatility on the stock market after the introduction of derivatives in Indian segment taking into account a period of seventeen years, from April 1, 1997 to March 31, 2014. The book is organised into six sections. The first section gives a detailed insight into the layout of the book. The second section extensively deals with the earlier works undertaken in the related area. The third section is the theoretical framework on the concept of (iv) derivatives, stock futures and its legal framework. The fourth section is divided into two parts. Part A analyses the existence of causality between futures and spot prices of few companies specifically selected for the purpose. Part B deals with the research question of the impact of price volatility in the Indian stock market. The fifth section deals with the factors affecting the behaviour of investors in Derivatives Market. The final section compiles the findings of the all previous sections and concludes the topic.

 

Contents -

1. Introduction
2. Review of Literature
3. Regulatory Architecture and Developments in Indian Derivatives Market : an Analysis
4. Role of Derivatives Trading in Price Discovery, Market Efficiency and Volatility in The Underlying Spot Market
5. Factors Affecting Behaviour of Investors in The Derivatives Market
6. Summary of Findings, Conclusion and Suggestions
Appendices
Bibliography

About The Author

Dr. Rajani B. Bhat, with around 16 years of experience in the field of teaching, is currently Assistant Professor at Post Graduate and Research Department of Commerce, The Cochin College, Kochi, 682002. She completed her doctoral degree in the area of Commerce with specialisation in Derivatives from Mahatma Gandhi University. She has 22 publications in various reputed journals and presented 30 papers in international and national conferences. She also has a research project sponsored by UGC to her credit. She has also authored two books based on the curriculum of Mahatma Gandhi University, Kottayam.

Dr. Suresh V.N. is an Associate Professor in the Post Graduate Department of Commerce, Maharajas College, Ernakulam, affiliated to Mahatma Gandhi University, Kottayam, Kerala. He has 23 years of teaching experience. He took his Ph.D. in Finance from the School of Management Studies, Cochin University of Science and Technology, Kerala by availing UGC Research Fellowship in the year 2000. He has completed a Major Research Project and a Minor Research Project funded by UGC. He is an approved research guide under Mahatma Gandhi University, Kottayam and has guided Ph.D. and M.Phil. students towards their research degrees. He has published more than 30 research articles in reputed National and International journals and has co-authored two books. His specialiastion lies in the areas of finance and financial markets. He has organized several national and international seminars and conferences. He has headed/been a part of several academic boards and committees at the university/college level. His areas of interest also include urban financing, human resource management, marketing management and quality management in higher education.

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