Speculators’ dominance in the Index futures market during COVID-19

Udayan Karnatak
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Udayan Karnatak: BML Munjal University, Gurgaon, India

International Journal of Financial Engineering (IJFE), 2023, vol. 10, issue 02, 1-7

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.

Keywords: Index futures; speculation; Covid-19 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1142/S2424786323500056

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