Garag, A.; Ramesh, B.
(Int. Conf. on E-business, Management and Economics (ICEME 2010). Institute of Electrical and Electonics Engineers (IEEE). 2010; 5-8.)
The study is an attempt to find a relation between the change in the prices of futures contracts of specific stocks and the change in Open Interest. Participants in the stock markets believe that the amount of open interest ...