Essays about: "Shabyashachi Chowdhury"

Found 1 essay containing the words Shabyashachi Chowdhury.

  1. 1. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets

    University essay from Handelshögskolan vid Umeå universitet

    Author : Md Kamrul Hasan; Shabyashachi Chowdhury; [2011]
    Keywords : Derivatives; Volatility; Liquidity; Index Options; Intraday return; Trading volume; Conditional volatility; Stock return volatility; Impacts; Underlying stocks;

    Abstract : The impact of the introduction of derivatives on the underlying stock is a debatable topic among the researchers. The issue is quite controversial as contradictory results have been obtained by researchers in various stock markets. READ MORE