DERIVATIVES TRADING AND FACETS OF VOLATILITY : A STATISTICAL APPROACH IN CONTEXT OF INDIAN STOCK MARKET

  • Sheetal Kapoor Senior Research Fellow (UGC), Faculty of Commerce, Banaras Hindu University, Varanasi (U.P.)
Keywords: NSE, BSE, India

Abstract

One of the latest and growing popular innovations in the finance world is the derivatives which have revolutionized the
stock markets round the world. Derivatives have been linked up with several issues since their inception. One such issue
is volatility which has been keen area of interest for the researches worldwide. The present paper is in line with the same
theme of volatility inter woven with derivatives trading. The paper attempts to portray out the patterns of volatility prior
and post to the introduction of derivatives. With the use of statistical tools and packages, the volatility pattern is highlighted
in the context of Indian Stock Market at the two important Stock exchanges: National stock Exchange of India and
Bombay Stock Exchange, i.e. NSE and BSE.

Published
2020-04-07
How to Cite
Sheetal Kapoor. (2020). DERIVATIVES TRADING AND FACETS OF VOLATILITY : A STATISTICAL APPROACH IN CONTEXT OF INDIAN STOCK MARKET. Management Insight, 9(2), 102-105. Retrieved from http://journals.smsvaranasi.com/index.php/managementinsight/article/view/469