Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures Purpose – The purpose of this paper is to estimate time-varying conditional volatility, and examine the extent to which trading volume, as a proxy for inf... PC Pati,rnPrabina ...
Name of the issuer Identity Code of the Issuer Name of the Broker Identity Code of the Broker Day/time of the transaction (Paris Time) Identity Code of the financial instrument Price per unit Currency Quantity bought Identity Code of the Market Reference number of the transaction Pur...
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