id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-30369	Kaur, Mandeep; Gupta, Kapil	ESTIMATING HEDGING EFFECTIVENESS USING VARIANCE REDUCTION AND RISK-RETURN APPROACHES: EVIDENCE FROM NATIONAL STOCK EXCHANGE OF INDIA	2020	21	.pdf	application/pdf	10684	477	55	Equation (1) ex- plains the procedure suggested by Ederington (1979), which works efficiently when futures market returns are unbiased predictor of cash market returns. In equation (1), Rs,t is cash market returns, Rf,t is futures market returns, αo is in- tercept term and εt is error term as detailed below: Rs,t = α0 + β1Rf,t + εt.	cache/cjfa-30369.pdf	txt/cjfa-30369.txt