@incollection{,
	
					
					
					1526F8912BF11015F4D7DFFE1C57F37A
				,
	author={{JamesVarghese} and {Dr. BabuJose} and {St. Thomas College, Palai}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}2042132
}

@incollection{b0,
	
	
		,
	title={{Price discovery among SSE 50 Index-based spot, futures and options markets}}
		,
	author={{
			KAhn
		} and {
			YBi
		} and {
			SSohn
		}}
		
		
	
	
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	journal={{Journal of Futures Market}}
		
			
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	year={2018}
		
	

}

@incollection{b1,
	
	
		,
	title={{The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps during the Financial Crisis}}
		,
	author={{
			MCAmadori
		} and {
			LBekkour
		} and {
			TLehnert
		}}
		
		
	
	
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	journal={{The Journal of Risk Finance}}
		
			
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	year={2014}
		
	

}

@incollection{b2,
	
	
		,
	title={{Option Trading, Price Discovery and Earnings News Dissemination}}
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			KIAmin
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			CMLee
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}

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		,
	title={{Relative Implied Volatility Arbitrage with Index Options}}
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			SHerriger
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}

@incollection{b4,
	
	
		,
	title={{The Interrelation of Stock and Options Market Trading -Volume Data}}
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	title={{Do Call Prices and Underlying Stock Always Move in the Same Direction? The Review of Financial Studies}}
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			CCao
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			ZChen
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}

@incollection{b6,
	
	
		,
	title={{Volatility Spreads and Expected Stock Returns}}
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			TGBali
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			AHovakimin
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	journal={{Management Science}}
		
			
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	year={2009}
		
	

}

@incollection{b7,
	
	
		,
	title={{Exploiting Option Information in the Equity Market}}
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	author={{
			GBaltussen
		} and {
			BVGrient
		} and {
			WDGroot
		} and {
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		} and {
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		}}
		
		
		
		
	
	
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	journal={{Financial Analysts Journal}}
		
			
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	year={2012}
		
	

}

@incollection{b8,
	
	
		,
	title={{Empirical performance of Black -Scholes and GARCH option pricing models during turbulent times: The Indian evidence}}
		,
	author={{
			ABhat
		} and {
			KArekar
		}}
		
	
	
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	journal={{International Journal of Economics and Finance}}
		
			
			,
	year={2016}
		
	

}

@incollection{b9,
	
	
		,
	title={{Price changes of related securities: The case of call options and stocks}}
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	author={{
			MBhattacharya
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}

@incollection{b10,
	
	
		,
	title={{The Valuation of Option Contracts and a Test of Market Efficiency}}
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			FBlack
		} and {
			MScholes
		}}
		
	
	
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}

@incollection{b11,
	
	
		,
	title={{The Pricing of Options and Corporate Liabilities}}
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	author={{
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		} and {
			MScholes
		}}
		
	
	
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}

@incollection{b12,
	
	
		,
	title={{Price Discovery in the German Equity Index Derivatives}}
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}

@incollection{b13,
	
	
		,
	title={{Price discovery in the German equity index derivatives markets}}
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	author={{
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}

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	title={{The Lead Lag Relationship between Spot and Option Markets and Implied Volatility in Option Prices}}
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}

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		,
	title={{Arbitrage Opportunities and Efficiency of an Option Market in}}
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	author={{
			SByoun
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	year={2015}
		
	

}

@incollection{b16,
	
	
		,
	title={{Why Option Prices Lag Stock Prices: A Trading Based Explanation}}
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	author={{
			KChan
		} and {
			YPChung
		} and {
			HJohnson
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@incollection{b17,
	
	
		,
	title={{Trade durations, informed trading and options moneyness}}
		,
	author={{
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			SGPark
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			DRyu
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	journal={{nternational Review of Economics and Finance}}
		
			
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}

@incollection{b18,
	
	
		,
	title={{The Lead Lag Relationship between the Option and Stock Markets Prior to Substantial Earnings Surprises and the Effect of Security Regulation}}
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@book{b19,
	
	
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	title={{Informed Trading of Options, Option Expiration Risk, and Stock Return Predictability. SSRN, 1-52}}
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}

@incollection{b20,
	
	
		,
	title={{An econometric analysis of the lead-lag relationship between India's NSE Nifty and its derivative contracts}}
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	author={{
			SSDebasish
		}}
	
	
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	journal={{The Journal of Risk Finance}}
		
			
			,
	year={2009}
		
	

}

@incollection{b21,
	
	
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	title={{Market Efficiency and International Diversification: Evidence from India}}
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	author={{
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		} and {
			ABeyhan
		} and {
			LJYao
		}}
		
		
	
	
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	journal={{International Review of Economics and Finance}}
		
			
			,
	year={2010}
		
	

}

@incollection{b22,
	
	
		,
	title={{Informational Efficiency of Implied Volatilities of S&P CNX Nifty Index Options: A Study in Indian Securities market}}
		,
	author={{
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		} and {
			SSYadav
		} and {
			PJain
		}}
		
		
	
	
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	journal={{Journal of Advances in Management Research}}
		
			
			,
	year={2010}
		
	

}

@incollection{b23,
	
	
		,
	title={{Violation of lower boundary condition and market efficiency: An investigation into the Indian options market}}
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	author={{
			ADixit
		} and {
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		} and {
			PKJain
		}}
		
		
	
	
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	journal={{Journal of Derivatives & Hedge Funds}}
		
			
			,
	year={2009}
		
	

}

@incollection{b24,
	
	
		,
	title={{Directional information effects of options trading: Evidence from the banking industry}}
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	author={{
			BDu
		} and {
			SFung
		}}
		
	
	
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	year={2018}
		
	
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}

@incollection{b25,
	
	
		,
	title={{Option Volume and Stock Prices: Evidence on Where Informend Traders Trade}}
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	author={{
			DEasley
		} and {
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		} and {
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	title={{Efficient Capital Markets: A Review of Theory and Empirical Work}}
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@incollection{b27,
	
	
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	title={{Trading Costs and Relative Rates of Price Discovery in Stock, Futures and Option Markets}}
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@incollection{b28,
	
	
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	title={{Weak form Efficiency in Indian Stock Market}}
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}

@incollection{b29,
	
	
		,
	title={{Market Volatility Prediction and the Efficiency of the S&P 100 Index Option Market}}
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		} and {
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@incollection{b30,
	
	
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	title={{One Security, Many Markets: Determining the Contribution to Price Discovery}}
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@incollection{b31,
	
	
		,
	title={{An Examination of the Lead / Lag Relationship Between the Option Market and the Stock Market: Where Do We Stand?}}
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	title={{Price Discovery in the US stock and stock option markets: A portfolio approach}}
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	title={{Options, Futures and Other Derivatives}}
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	publisher={Pearson Education India}
			,
	year={2016}
		
	

}

@incollection{b34,
	
	
		,
	title={{A Study on Weak Form of Market Efficiency during the Period of Global Financial Crisis in the form of Random Walk on Indian Capital Market}}
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	author={{
			PJain
		} and {
			VVyas
		} and {
			ARoy
		}}
		
		
	
	
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}

@incollection{b35,
	
	
		,
	title={{A Random Walk Down the Options Market}}
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	author={{
			GJJiang
		} and {
			YSTian
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}

@incollection{b36,
	
	
		,
	title={{Testing Market Efficiency of Indian Stock Market}}
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	author={{
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		}}
	
	
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	journal={{International Journal of Scientific and Research Publication}}
		
			
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	year={2012}
		
	

}

@incollection{b37,
	
	
		,
	title={{Testing Weak form Market Efficiency of Indian Capital Market: A Case of National Stock Exchange (NSE) and Bombay Stock Exchange (BSE)}}
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	author={{
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		} and {
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}

@incollection{b38,
	
	
		,
	title={{The Lead Lag Relationship between Stock Index Options and the Stock Index Market; Model, Moneyness and News}}
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@incollection{b39,
	
	
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	title={{The Impact of Index Options on the Underlying Stock: The Evidence from the listing of Nikkei Stock Average Options}}
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@incollection{b40,
	
	
		,
	title={{Empirical Tests of Efficiency of the Italian Index Options Market}}
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@book{b41,
	
	
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	title={{Pricing and Informational Efficiency of the MIB30 Index Options Market: An Analysis with High Frequency Data}}
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	editor={Banca Monte Dei Paschi di Siena SpA}
		
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@incollection{b42,
	
	
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	title={{Informed Trading in Stock and Option Market}}
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	title={{the informational Role of Option Volume. The Review of Financial Studies}}
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@book{b44,
	
	
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	title={{its Initial Stage: The Case of KOSPI 200 Options in Korea}}
		
			
		
	
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	note={Research in Finance}

}

@incollection{b45,
	
	
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	title={{}}
	
	
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	journal={{Management Journal of Accounting and Finance}}
		
			
		
	

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@incollection{b46,
	
	
		,
	title={{Option prices as predictors of equilibrium stock prices}}
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@incollection{b47,
	
	
		,
	title={{Trading Activity in Options and Stock around Price -Sensitive News Announcements}}
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			YWu
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			SYin
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	journal={{Journal of Futures Market}}
		
			
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	year={2015}
		
	

}

@incollection{b48,
	
	
		,
	title={{Impact of open interest and trading volume in Option Market on Underlying Cash Market: Empirical Evidence from Indian Equity Options Market}}
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	author={{
			KNMukharjee
		} and {
			RMishra
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	year={2004}
		
	

}

@incollection{b49,
	
	
		,
	title={{Testing the Financial Market Informational Efficiency in Emerging States}}
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	author={{
			COprean
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@incollection{b50,
	
	
		,
	title={{The effects of stochastic volatility and demand pressure on the monotonicity property violations}}
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	author={{
			G. -GPan
		} and {
			Y. -MShiu
		} and {
			T. -CWu
		}}
		
		
	
	
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	journal={{The Journal of Derivatives}}
		
			
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	year={2014}
		
	

}

@incollection{b51,
	
	
		,
	title={{Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets}}
		,
	author={{
			FRen
		} and {
			S.-DJi
		} and {
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			S.-PLi
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			X.-FJiang
		}}
		
		
		
		
	
	
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	journal={{Physica A: Statistical Mechanics and its Applications}}
		
			
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	year={2019}
		
	

}

@incollection{b52,
	
	
		,
	title={{The information content of trades: An analysis of KOSPI 200 index derivatives}}
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	author={{
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	journal={{The Journal of Futures Market}}
		
			
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	year={2015}
		
	

}

@incollection{b53,
	
	
		,
	title={{Considering all Microstructure Effects: the Extension of a}}
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	author={{
			DRyu
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	journal={{Trade Indicator Model. Economic Letters}}
		
			
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	year={2016}
		
	

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@incollection{b54,
	
	
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	title={{Price disagreements and adjustments in index derivatives markets}}
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	author={{
			DRyu
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	journal={{Economic Letters}}
		
			
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	year={2017}
		
	

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@incollection{b55,
	
	
		,
	title={{Determinants of Implied Volatility Function on the Nifty Index Options Market: Evidence from India}}
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	author={{
			SSehgal
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			NVijayakumar
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	journal={{Asian Academy of Management Journal of Accounting and Finance}}
		
			
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@incollection{b56,
	
	
		,
	title={{On the Linkages among Ex-ante and Ex-post Volatility: Evidence from NSE Options Market (India)}}
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@incollection{b57,
	
	
		,
	title={{On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Ananlysis of S&P CNX Nifty Index Options}}
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	journal={{Journal of Emerging Market Finance}}
		
			
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	year={2015}
		
	

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@incollection{b58,
	
	
		,
	title={{Informational Content of Trading Volume on Open Interest: An Empirical Analysis of Stock Option Market in India}}
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	author={{
			SSrivastava
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	title={{the Efficiency of the Stock Market in Serbia}}
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@incollection{b60,
	
	
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	title={{Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets}}
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@incollection{b61,
	
	
		,
	title={{Option market characteristics and price monotonicity violations}}
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	author={{
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	journal={{The Journal of Futures Market}}
		
			
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@incollection{b62,
	
	
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	title={{Market Depth, Domestic Investors and Price Monotonicity Violations}}
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}