id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-37578	Adish Kumar; Kapil Gupta	EXAMINING THE IMPACT OF STRUCTURAL BREAKS ON PRICE DISCOVERY EFFICIENCY: EVIDENCE FROM THE INDIAN EQUITY FUTURES MARKET	2022	18	.pdf	application/pdf	7731	390	71	During full Adish Kumar, Kapil Gupta80 sample period, it is observed that there is a significant bi-directional causality betwe- en cash and futures markets and cash market leads futures market in price discovery. On the contrary, Karmakar and Inani (2019) posit that cash market is domi- nant in price discovery because there are some indirect costs associated with futures market due to which informed trading occurs in cash market.	cache/cjfa-37578.pdf	txt/cjfa-37578.txt