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New insights into India's single stock futures markets
Journal article

New insights into India's single stock futures markets

M. Hung and Leh-chyan So
Review of Futures Markets Review of Futures Markets, Vol.17, pp.335-355
2009

Abstract

single stock futures;Badla mechanism;National Stock Exchange (NSE) of India;volatility
This study investigates correlations between India’s bustling single stock futures (SSFs) and its peculiar Badla mechanism. Data from the world’s most active SSF market, the National Stock Exchange (NSE) of India, are used. The results indicated that both the Badla mechanism and the introduction of SSFs seem to have contributed to the higher volatility of the spot markets. Our results show that the NSE’s success with SSFs can be attributed to the peculiar trading conventions of the Badla system. However, we propose that this success could come at the cost of market disability, suggesting that there is justification for strengthening market regulations.

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