{"title":"Speculators’ dominance in the Index futures market during COVID-19","authors":"Udayan Karnatak","doi":"10.1142/s2424786323500056","DOIUrl":null,"url":null,"abstract":"A recent study shows that index futures prices are influenced by the index’s liquidity. This research describes the state of the index futures market following the epidemic as seen by index futures mispricing affected by liquidity and volatility during the outbreak.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":" ","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2023-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Financial Engineering","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s2424786323500056","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 0
Abstract
A recent study shows that index futures prices are influenced by the index’s liquidity. This research describes the state of the index futures market following the epidemic as seen by index futures mispricing affected by liquidity and volatility during the outbreak.