Prasanna Kumar Barik and M. V. Supriya S & P CNX Nifty Futures at NSE, India: An Empirical Analysis

The National Stock Exchange of India Ltd. has recently introduced derivative trading. Yet, we can see that there is a fairly good response from market participants to derivative trading. This study attempts to understand the functional relationships between the trading value and the trading price of Nifty Futures. It also attempts to understand this relationship in different economic situations.