---
title: Information Asymmetry in Indian Market
url: https://www.ml-quant.com/papers/repec/ids-afasfa-v-14-y-2024-i-3-p-412-431/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ids:afasfa:v:14:y:2024:i:3:p:412-431
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D138390%3Bh%3Drepec%3Aids%3Aafasfa%3Av%3A14%3Ay%3A2024%3Ai%3A3%3Ap%3A412-431
featured: 2024-05-08
citations: unknown
topic: Derivatives & Volatility
---


# Information Asymmetry in Indian Market

The paper examines the link between the Indian stock market and the top four global economies pre and post-COVID-19, discovering significant volatility spillover from these markets to India, which investors and policymakers should take into account.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D138390%3Bh%3Drepec%3Aids%3Aafasfa%3Av%3A14%3Ay%3A2024%3Ai%3A3%3Ap%3A412-431
- Identifier: RePEc:ids:afasfa:v:14:y:2024:i:3:p:412-431
- Released: 2024-05-08
- First featured: Quant Letter No. 48 (2024-05-08): https://www.ml-quant.com/issues/2024-05-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

## Related

- [Risk Revisited](https://www.ml-quant.com/papers/ssrn/4825844/): The study identifies recency, cluster, and sign as three factors shaping investors' risk perceptions of a stock, influencing trading volume and future volatility.
- [Rough Volatility: Fact or Artefact?](https://www.ml-quant.com/papers/arxiv/2203.13820/): Fact or Artifact: The study proposes a new method to estimate the roughness of financial asset volatility, attributing observed roughness to microstructure noise.
- [Fourier-Laplace Transforms in Polynomial Ornstein-Uhlenbeck Volatility Models](https://www.ml-quant.com/papers/ssrn/4816314/): The article investigates the Fourier-Laplace transforms of various polynomial Ornstein-Uhlenbeck volatility models, linking it with the solution of an infinite dimensional Riccati equation.
- [Fourier-Laplace Transforms in Polynomial Ornstein-Uhlenbeck Volatility Models](https://www.ml-quant.com/papers/arxiv/2405.02170/): The research investigates the Fourier-Laplace transforms of different volatility models, links them to the solution of a specific equation, and creates a numerical method for solving these equations for pricing options and volatility swaps.
- [On variable annuities with surrender charges](https://www.ml-quant.com/papers/arxiv/2405.02115/): Surrender Option Analysis: The paper analyzes Variable Annuities, particularly the holder's right to early termination, and introduces a new method for non-monotone stopping boundaries.
- [Riding Wavelets: A Method to Discover New Classes of Price Jumps](https://www.ml-quant.com/papers/arxiv/2404.16467/): A new method using wavelet coefficients to study stock price jumps reveals features of volatility and suggests that many simultaneous price jumps in different stocks are due to an internal contagion mechanism.