Efficiency of futures markets by Ajay Aneja (Student Project)

By: Material type: TextTextPublication details: Ahmedabad 1991 Indian Institute of ManagementDescription: 80 pSubject(s): DDC classification:
  • SP 1991/281
Summary: The aim of the project was to study the price stabilizing effect of futures markets on spot prices; to study the Ahmedabad and Bombay price relationship; to study the convergence property of futures markets; to formulate decision rules for safe trading for a new entrant; the methodology used for the study was based on daily closing prices of castorseed collected from Bombay and Ahmedabad commodity exchanges as well as from Forwards Markets Commissions, Bombay; simple statistical tools as well as computer software Lotus and languages like Dbase and Pascal were used in the analysis to draw meaningful conclusions.
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Item type Current library Collection Shelving location Call number Status Date due Barcode
Student Project Vikram Sarabhai Library Reference Students Project SP 1991/281 (Browse shelf(Opens below)) Not for loan SP000281

Submitted to Prof Gopal Naik

The aim of the project was to study the price stabilizing effect of futures markets on spot prices; to study the Ahmedabad and Bombay price relationship; to study the convergence property of futures markets; to formulate decision rules for safe trading for a new entrant; the methodology used for the study was based on daily closing prices of castorseed collected from Bombay and Ahmedabad commodity exchanges as well as from Forwards Markets Commissions, Bombay; simple statistical tools as well as computer software Lotus and languages like Dbase and Pascal were used in the analysis to draw meaningful conclusions.

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