| ID | 351269 |
| Title Proper | Effect of derivative trading on volatility of underlying stocks evidence from the NSE |
| Language | ENG |
| Author | Kamaiah (B.) ; Sakthivel (P.) |
| `In' analytical Note | Indian Journal of Economics and Business 10(4) Dec 2011pp511-531 |
| Journal Source | Indian Journal of Economics and Business 10(4) Dec 2011pp511-531 |
| Classification Number | X651,h |
| Key Words | GARCH ; GJR GARCH ; Futures Trading and Leverage Effects |