Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures

Author: Pati Pratap Chandra   Rajib Prabina  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.11, Iss.3, 2010-01, pp. : 296-309

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Abstract