Nidhi Aggarwal

Indian Institute of Management (IIMU), Udaipur

Mohanlal Sukhadia University Campus

Udaipur, Rajasthan 313001

India

SCHOLARLY PAPERS

3

DOWNLOADS

385

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Impact of India's Demonetization on Domestic Agricultural Markets

Number of pages: 55 Posted: 08 Nov 2017
Nidhi Aggarwal and Sudha Narayanan
Indian Institute of Management (IIMU), Udaipur and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 152 (193,450)
Citation 4

Abstract:

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Demonetization, Agricultural Markets, India, Difference-in-Differences, Synthetic Control

2.

When Do Stock Futures Dominate Price Discovery?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 37 Posted: 24 Aug 2011 Last Revised: 22 Mar 2013
Nidhi Aggarwal and Susan Thomas
Indian Institute of Management (IIMU), Udaipur and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 142 (204,401)
Citation 1

Abstract:

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Price discovery, Single stock futures, Liquidity, Leverage, Information arrival

3.

Limits to Arbitrage: The Case of Single Stock Futures and Spot Prices

Number of pages: 26 Posted: 28 Mar 2015 Last Revised: 30 Mar 2015
Nidhi Aggarwal
Indian Institute of Management (IIMU), Udaipur
Downloads 91 (281,863)

Abstract:

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Limits to arbitrage, Mispricing, No-arbitrage bands, Short-selling constraints, Transactions costs, Funding constraints