Kapil Gupta
Punjab Technical University
13 Papers
32 Citations
Kapil Gupta is an academic researcher from Punjab Technical University. The author has contributed to research in topics: Futures contract & Stock exchange. The author has an hindex of 5, co-authored 13 publications. Previous affiliations of Kapil Gupta include Guru Nanak Dev University & Institute of Chartered Financial Analysts of India.
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Papers
Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India
Kapil Gupta,Mandeep Kaur +1 more
TL;DR: In this article, the impact of the 2008 financial crisis on the hedging effectiveness of three index futures contracts traded on the National Stock Exchange of India for near, next and far month contracts over the sample period of January 2000 - June 2014 was examined.
Random Walk and Indian Equity Futures Market
Kapil Gupta,Balwinder Singh +1 more
TL;DR: In this paper, the authors investigated weak form of efficiency in Indian equity futures market and examined the informational efficiency of the Nifty futures and 24 stock futures and found that the futures prices are nonstationary at levels whereas, first difference futures returns are stationary.
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Examining the long memory in stock returns and liquidity in india
Anju Bala,Kapil Gupta +1 more
TL;DR: In this article, the authors examined the long memory in stock liquidity and returns in Indian equity market by using data for broad indices from January, 1997 to December, 2019 by applying the hurst exponent (1951) rescaled range analysis.
An Examination of Price Discovery and Hedging Efficiency of Indian Equity Futures Market
Kapil Gupta,Balwinder Singh +1 more
TL;DR: In this article, the authors investigated the price discovery and hedging efficiency of NIFTY and all those stock futures whose trading started on 9th November 2001 and are continuously traded till 30th June 2006.
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Investigating the Price Discovery Efficiency of Indian Equity Futures Market
Kapil Gupta,Balwinder Singh +1 more
TL;DR: In this article, the authors investigate whether Indian equity futures market is efficient and to study whether it provides any significant information during the high-volatility period, and they find that price discovery in the futures market has many advantages for traders as well as for the regulators.
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