Search Results - "Nargunam, Rupel"

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market: a comparison based on modeling non-constant variance using two different methods by Nargunam, Rupel, Wei, William W. S., Anuradha, N.

“…This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number…”
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Market efficiency of gold exchange-traded funds in India by Nargunam, Rupel, Anuradha, N

“…Background: Gold exchange-traded funds, since introduction, are primarily aimed at tracking the price of physical gold in the financial market. This, a…”
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Persistence in daily returns of stocks with highest market capitalization in the Indian market by Nargunam, Rupel, Lahiri, Ananya

“…The study in this paper emphasizes the presence of long memory or persistence observed in the Indian stock market. The analysis is performed on the daily…”
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