@incollection{,
	
					
					
					076002AD28468E79C061B5E5D7BA71DF
				,
	author={{Dr. S. K.Mitra} and {Institute of Management Technology Nagpur}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}12389`96
}

@incollection{b0,
	
	
		,
	title={{A note on execution costs for stock index futures: Information versus liquidity effects}}
		,
	author={{
			HBerkman
		} and {
			TBrailsford
		} and {
			AFrino
		}}
		
		
	
	
		,
	journal={{Journal of Banking and Finance}}
		
			29
			3
			
			,
	year={2005}
		
	

}

@incollection{b1,
	
	
		,
	title={{The Pricing of Options and Corporate Liabilities}}
		,
	author={{
			Black
		} and {
			MyronFischer
		} and {
			Scholes
		}}
		
		
	
	
		,
	journal={{Journal of Political Economy}}
		
			81
			
			,
	year={1973}
		
	

}

@incollection{b2,
	
	
		,
	title={{The pricing of commodity contracts}}
		,
	author={{
			FischerBlack
		}}
	
	
		,
	journal={{Journal of Financial Economics}}
		
			3
			
			,
	year={1976}
		
	

}

@incollection{b3,
	
	
		,
	title={{The Pricing of Stock Index Futures}}
		,
	author={{
			BCornell
		} and {
			KFrench
		}}
		
	
	
		,
	journal={{Journal of Futures Markets}}
		
			
			,
	year={1983a}
		
	

}

@incollection{b4,
	
	
		,
	title={{Trading costs and the relative rates of price discovery in stock, futures, and option markets}}
		,
	author={{
			JFleming
		} and {
			BOstdiek
		} and {
			REWhaley
		}}
		
		
	
	
		,
	journal={{Journal of Futures Markets}}
		
			16
			4
			
			,
	year={1996}
		
	

}

@incollection{b5,
	
	
		,
	title={{On the Arbitrage-Free Pricing Relationship between Index Futures and Index Options: A Note}}
		,
	author={{
			JK WFung
		} and {
			KCChan
		}}
		
	
	
		,
	journal={{Journal of Futures Markets}}
		
			14
			8
			
			,
	year={1994}
		
	

}

@incollection{b6,
	
	
		,
	title={{Volatility Forecasting in the Framework of the Option Expiry Cycle}}
		,
	author={{
			OPGwilm
		} and {
			MBuckle
		}}
		
	
	
		,
	journal={{The European Journal of Finance}}
		
			5
			
			,
	year={1999}
		
	

}

@book{b7,
	
	
		,
	title={{Introduction to Futures and Options Markets" Second Edition}}
		,
	author={{
			JohnCHull
		}}
		
			,
	year={2004}
			,
	publisher={Prentice-Hall India}
		
	

}

@incollection{b8,
	
	
		,
	title={{A Transactions Data Analysis of Arbitrage Between Index Options and Index Future}}
		,
	author={{
			JHLee
		} and {
			NNayar
		}}
		
	
	
		,
	journal={{Journal of Futures Markets}}
		
			13
			8
			
			,
	year={1993}
		
	

}

@incollection{b9,
	
	
		,
	title={{Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices}}
		,
	author={{
			CMackinlay
		} and {
			KRamaswamy
		}}
		
	
	
		,
	journal={{Review of Financial Studies}}
		
			
			,
	year={1988}
		
	

}

@incollection{b10,
	
	
		,
	title={{The Relationship Between Spot and Futures Prices in Stock Index Futures Markets: Some Preliminary Evidence}}
		,
	author={{
			DModest
		} and {
			MSundaresan
		}}
		
	
	
		,
	journal={{Journal of Futures Markets}}
		
			
			,
	year={1983}
		
	

}

@incollection{b11,
	
	
		,
	title={{A Re-examination of Put-Call Parity on Index Futures}}
		,
	author={{
			JSSternberg
		}}
	
	
		,
	journal={{Journal of Futures Markets}}
		
			14
			1
			
			,
	year={1994}
		
	

}

@incollection{b12,
	
	
		,
	title={{Futures and Options on Stock Indexes: Economic Purpose, Arbitrage, and Market Structure}}
		,
	author={{
			HRStoll
		} and {
			REWhaley
		}}
		
	
	
		,
	journal={{The Review of Futures Markets}}
		
			7
			2
			
			,
	year={1988}
		
	

}

@incollection{b13,
	
	
		,
	title={{Stock Index Futures Arbitrage: International Evidence}}
		,
	author={{
			PKYadav
		} and {
			PPope
		}}
		
	
	
		,
	journal={{Journal of Futures Markets}}
		
			10
			6
			
			,
	year={1990}
		
	

}

@book{b14,
	
	
		,
	title={{Mispricing of Volatility in the Indian Index Options Market}}
		,
	author={{
			JRVarma
		}}
		No. 2002-04-01
		
			,
	year={2002}
			,
	address={Ahmedabad}
		
		
			Indian Institute of Management
		
	
	,
	note={Working Paper}

}