1. – Assistant Professor, Vivekanand College For Bba, Surat, Gujarat, India.
| Received
20-Jan-2021 |
Accepted
- |
Published
20-Jan-2021 |
Abstract
India is one of the fastest developing economy with having International Stock
Exchanges like NSE and BSE. The Stock Futures have been seen as a factor
causing instability in Spot market. The paper is an effort to investigate the effects
of Individual Stock futures expiration effect on underlying Stocks of 19 different
sectors listed on NSE based on their Price and Volume analysis. By using daily
data of 131 stocks (Out of 139 Stock of Future) based on data availability and
stocks working in F&O segment we have found overall negative effect of stock
futures on price and volume pre and post the expiration day.
Locked
Subscribed
Open Access
Open Access