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Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India

Bhaskar Chhimwal et al.

Review of Derivatives Research2025https://doi.org/10.1007/s11147-025-09221-8article
AJG 2ABDC B
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0.50

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https://doi.org/https://doi.org/10.1007/s11147-025-09221-8

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@article{bhaskar2025,
  title        = {{Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India}},
  author       = {Bhaskar Chhimwal et al.},
  journal      = {Review of Derivatives Research},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s11147-025-09221-8},
}

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Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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