A Study of Volatility and Investors’ Perception in the Financial Derivative Market in India

Authors

  • Dr. Manjula Shastri
     Associate Professor, Amity Business School
  • Dr. Anubha Srivastava
     Consultant, Jerpah Group Solo

DOI:

https://doi.org/10.15410/aijm/2018/v7i2/119473

Keywords:

Derivative Market, Growth In Derivative Market, Investor’s Perception, Type Of Products Offered, Volatility

Abstract

Abstract– The most critical factor in the financial world is to understand the sentiments and perception of investors towards the day to day trading on Indian Exchange. As there are many studies beingcarried out on the equity market, currency market and commodity market. One needs to expand the base of their substantial research. For this, a study on derivatives market was taken place. In this paper various aspects are elucidated, for instance, history of Indian Derivatives Market; category of products offered by National Stock Exchange and Bombay stock Exchange; determinants that postulate the immense growth in derivatives segment; measurement of volatility by using Arithmetic Price Change Method and Logarithm Price Change Method for SENSEX and NIFTY; mapping down the strategies used by low-volatile portfolios and depicting the factors affecting investor’s sentiments. The purpose of the study is to find out the perception of investors towards derivative market.

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Published

2018-07-01

How to Cite

Manjula Shastri, D., & Anubha Srivastava, D. (2018). A Study of Volatility and Investors’ Perception in the Financial Derivative Market in India. ANVESHAK-International Journal of Management, 7(2), 40–81. https://doi.org/10.15410/aijm/2018/v7i2/119473

Issue

Volume 7, Issue 2, July 2018

Section

Articles
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Scopus
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Europe PMC

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