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Nookilla Harshit Sri Sai Suraj

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Open access Oct 2026

Impact Of Derivative Expiry On Nifty 50 Stock Price Volatility

The research question addressed is whether the change in regime to a monthly expiry of index-futures on the NIFTY 50 is related to greater volatility in the underlying index. It looks at 247 daily NIFTY 50 records and 248 NIFTY 50 futures records from 1 October 2025 to 30 September 2026, which is all during the updated...

Nookilla Harshit Sri Sai Suraj, Y. K. Durga · International Journal of Res... · 0 citations