Nikhil Rastogi

Institute of Chartered Financial Analysts of India (ICFAI)

Professor, Department of Finance

62, Nagarjuna Hill

Panjagutta

Hyderabad, TX AP 501504

India

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Price Manipulation, Front Running and Bulk Trades: Evidence from India

Emerging Markets Review, Vol. 23, 2015
Posted: 03 Jul 2015
IBS Hyderabad, Insurance Information Bureau of India, Institute of Chartered Financial Analysts of India (ICFAI) and The ICFAI Foundation for Higher Education (IFHE)

Abstract:

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Bulk deals; Front-running; Average abnormal returns; Cumulative average abnormal returns

2.

Order Imbalance and Returns: Evidence of Lead-Lag Relationship

The IUP Journal of Financial Risk Management, Vol. XI, No. 2, June 2014, pp. 34-48
Posted: 29 Jan 2015
Nikhil Rastogi, V. N. Reddy and Kiran Kumar Kotha
Institute of Chartered Financial Analysts of India (ICFAI), Institute of Chartered Financial Analysts of India (ICFAI) - The Icfai University (IFHE), Hyderabad and Indian Institute of Management (IIM), Indore

Abstract:

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3.

Informational Role of Options Open Interests and Volume in Forecasting Future Prices: A Study on Indian Market

The IUP Journal of Financial Economics, Vol. VIII, No. 3, pp. 49-61, September 2010
Posted: 02 Nov 2010
Rajesh Pathak and Nikhil Rastogi
affiliation not provided to SSRN and Institute of Chartered Financial Analysts of India (ICFAI)

Abstract:

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