| Impact of index derivatives on S&P CNX Nifty volatility: Information efficiency and expiration effects M Thenmozhi, MS Thomas The ICFAI Journal of Applied Finance 10 (9), 36-55, 2004 | 36 | 2004 |
| Price Discovery and Volatility Spillovers in Spot and Futures Markets: Evidence from Indian Market M Thenmozhi, S Thomas | 11 | 2007 |
| Price discovery and volatility spillovers in spot and futures markets: evidence from Indian market M Thenmozhi | 11 | 2007 |
| Interdependence and dynamic linkages between S&P CNX Nifty futures and spot market: With specific reference to volatility, expiration effects and price discovery mechanism S Thomas Unpublished PhD Thesis, Department of Management Studies, IIT Madras, 2006 | 11 | 2006 |
| Stock returns and trading volume: does the size matter? A Assan, S Thomas Investment management and financial innovations, 76-88, 2013 | 7 | 2013 |
| Impact of Index Derivatives on S&P CNX NIFTY Volatility, Information Efficiency and Expiration Effects SM Thomas, M Thenmozhi Working Paper, Presented in ICBF (India), 2004 | 6 | 2004 |
| Dynamic Linkages between Fundamental Drivers and Stock Market: An Empirical Analysis from India S Thomas Available at SSRN 1853003, 2011 | 2 | 2011 |
| The Impact of Exchange Rate on Stock Returns: Evidence from India S Thomas Available at SSRN 2587024, 2015 | | 2015 |
| Hedging Market Risk and Volatility: Evidence from Indian Options Market S Thomas Available at SSRN 2587017, 2015 | | 2015 |
| Relationship among Spot Market Volatility, Open Interest, Volume and Arbitrage: Evidence from Indian Futures Market M Sony Thomas, M Thenmozhi Proceedings Of The International Conference 2005: Emerging Securities Market …, 2006 | | 2006 |
| CAUSAL RELATIONSHIP BETWEEN SPECULATIVE ACTIVITY AND SPOT MARKET VOLATILITY STMM THENMOZHI Impulse 1, 2tu, 0 | | |
Thenmozhi MProfessor, Department of Management Studies, Indian Institute of Technology Madras, Chennai, IndiaVerified email at iitm.ac.in
