BIBLIOGRAPHY

BOOKS:

 Asani Sarkar (2006) has done the analysis of various derivatives products available
for retail investors.
 Brennet, M., (1993), “Option Pricing: Theory & Applications”, Lexington Books,
Toronto.
 Cox, John C. and Rubinstein, Mark, (1985) “Options Markets” Englewood Cliffs,
Prentice Hall Inc, New Jersey.
 Huang, Stanley S.C. and Randall, Maury R., (1987), “Investment Analysis and
Management”, Allyn and Bacon, London.
 Hull, John C. Options, (2003), “Futures and Other Derivative Securities”, 5th Ed.
Prentice Hall of India, New Delhi.
 Jayanth Rama Verma,(2010),” Derivatives and Risk Managemeny”, Tata McGraw
hill,New Delhi.
 Redhead, Financial Drivelines, (2001), “An Introduction to Futures, Forwards,
Options and Swaps”, Prentice Hall of India, New Delhi.
 Sundaram Janakiramanan, (2011), “Derivatives and Risk Management”. Pearson
Publication.
 Vohra & Bagri, 2nd edition (2003), Twelfth Reprint, (2009), “Futures and Options”,
Tata McGraw-Hill, New Delhi.
 S. Chand, (2001), “Financial Derivatives”, Delhi.
 Sharpe, Wasiam F. et. al. (2002), “Investment”, Prentice Hall of India, New Delhi.
 “Marketing Research- An Applied Orientation” by Naresh K. Malhotra and
Satyabhushan Dash, Sixth Edition, Pearson Publication.

JOURNALS &OTHER ARTICLES

 Adam M and Maurer R (1999). “An Empirical Test of Risk Adjusted Performance
utilizing Call Option Writing and Put Option Buying Hedge Strategies”, Proceedings
of the 9th AFIR International Colloquium, Tokyo.
 Agrawal, A., and Tandon, k.1994.Anomalies or illusions ,Evidence from Stock
Markets in Eighteen Countries, Journal of International Money & Finance,14,pp.83-
106.
 Andrew keene (2013), “Using Options to trade with measured-move targets”, Futures:
News, Analysis and Strategies for Futures, Options & Derivative Traders, October
2013.
 An-Sing Chen &Mark.T. Leungz (2003), “Option Straddle Trading: Financial
performance and economic significance of direct profit forecast and conventional
strategies”, Applied Economics Letters, 2003, 10, 493–498
 Alex Mendoxa (2013), “How to make big ticket earnings with small budget”, Futures,
February 2013.
 Alok Dixit, Surendra S Yadav and P K Jain (2010),” Pricing of Options In Indian
Derivatives Market: A Survey of Trading Member Organizations”, South Asian
Journal of Management, Vol. 17.2010, 4, p. 105-132
 Ariel, R.1987.A Monthly Effect in Stock Returns, Journal of Financial Economics, 18,
pp.161-174.
 Ariel 1990.High Stock Returns before Holidays: Existence & Evidence n Possible
Cause, Journal of Finance, 45, pp.1611-1626.
 Ashutosh Vashistha and Satish Kumar (2010), “Development of Financial Derivatives
Market in India-A Case Study “, International Research Journal of Finance and
economics, Issue 37.
 Banz ,Rolf W.1981.The Relationship between Return & Market Value of common
stock, journal of Financial Economics,,March:3-18
 Basu, Sanjoy.1977.investment Performance of Common Stocks in relation to their
Price-Earnings Ratios: A Test of efficient Market Hypotheses, Journal of
finance,(32):663-682.
 Bhandari, L.C.1988.Debt equity ratio & Expected Common Stock Returns: Empirical
Evidence, Journal of Finance (43):507-528.
 Bhuyan, Rafiqul and Mo Chaudhury, 2001, “Trading on the information content of
open Interest: Evidence from the US equity options market “, Working paper, McGill
University.
 Black, F. And Scholes, M., 1973, “The Pricing of Options and Corporate Liabilities”
The Journal of Political Economy, Vol. 81, No.3, pp. 637-654.
 Bollen, N. P. B. And Whaley, R. E., 2004, Does Net Buying Pressure Affect the Shape
of Implied Volatility Functions? The Journal of Finance, Vol. 59, No. 2, pp. 711-753.
 Bondarenko, O.(2003), Why are Put Options So Expensive?, Working Paper,
http://www.investps.com/images/Why_Are_Put_Options_So_Expensive.pdf

 Carter D A, Rogers D A and Simkins B J (2004), “Fuel Hedging in the Airline

Industry: The Case of Southwest Airlines”, Working paper, August,pp.1-32.
 Charles J. Higgins (2011) ,” Lesser Known Option Trading Strategies “, International
Research Journal of Applied Finance ,Vol. – II Issue – 5 May, 2011
 Chaput, J.S., and L. Ederington. "Option Spread and Combination Trading." The
journal of Derivatives,10 (2003), pp. 70-88
 Chirag Babulal Shah,” A Study on back testing of Bull Call Debit spread strategy on
Nifty Index Options , IOSR Journal of Business and Management (IOSR-JBM) e-
ISSN: 2278-487X, p-ISSN: 2319-7668. Volume 12, Issue 4 (July 2013), PP 72-80.
 Choksi, Anjali (2010) “Derivatives Trading in India Stock Market: Investors
Perception”, Indian Journal of Finance, Vol 4,Number 3,March 2010,page no 50-58.
 Collins, D., 2007, Khan Noorpuri: “Perfect Option Writing”, Futures, September, 36,
11, pp. 86.
 Coval, J. and Shumway, T., 2001,” Expected Option Returns”, The Journal of Finance,
Vol. LVI, No. 3, pp. 983-1009.
 Cross. F., “The Behavior of Stock prices on Fridays & Mondays.”, Financial Analysts
Journal, 1973, 29, pp.67-69.
 Dan Keegan (2009) “Option Strategy”, Options instructor and head options mentor at
TheChicagoSchoolOfTrading.com, Futures, June 2009.
 David Landis (2005),” How to win in any kind of market”, Investing, KIPLINGER’S,
October, 2005.
 Debondt, W., and .Thale, R.1985.Does the stock market Overreact? Journal of
Finance, 40:793 805
 Dr,Ritu Kothiwal & Mr.Ankur Goel( 2012),” Review of Trading/Marketing Strategies
of futures and options in India”, Asian Journal of Research in Social Science &
Humanities,Vol.2 Issue 4,April 2002.
 Dr Joseph Mariathasan (2000), “The Use of derivatives by Insurance Companies”,
Balance Sheet, Vol. 8 Iss: 1, pp.29 – 32.
 Edward laporte (2011), “Option Strategy: Iron Condor Strategy”, Futures: News,
Analysis and Strategies for Futures, Options & Derivative Traders, October 2011.
 E.V.P.A.S.Pallavi, Dr. K. S. S. Rama Raju2 and Dr. T. Kama Raju3 (2013),
“Operational strategies and performance of options trading in India”, International
Monthly Refereed Journal of Research in Management & Technology 136 ISSN –
2320-0073 Volume II, April’13.
 Frank D. Cholly and Frank J. Cholly (2009), “Option Strategy”, Futures: News,
Analysis and Strategies for Futures, Options & Derivative Traders, February 2009.
 Frederic Ruffy (2007), “Option Strategy”, Futures: News, Analysis and Strategies for
Futures, Options & Derivative Traders, March 2007.
 Gibbons, M.R., and Hess, P.1981.Day of the Week effects and Asset Returns, Journal
of business, 54:579-596.
 Green, C. and Figlewski, S., 1999, “Market Risk and Model Risk for a Financial
Institution writing“,Nov16,1998,
http://people.stern.nyu.edu/sfiglews/Docs/Market%20Risk%20and%20Model%20Risk
.pdf
 Her’s-jiunsheu and yu-chenwei (MARCH-APRIL 2011), “Options Trading Based on
the Forecasting of Volatility Direction with the Incorporation of Investor Sentiment”,
Emerging Markets Finance & Trade, March-April 2011.
 Jegadeesh, N. & S. Titman (1993). Returns to Buying Winners and Selling Losers:
Implications for Stock Market Efficiency. Journal of Finance, 65-91.
 J.ScottChaput and Louis H Ederington (2005), “Vertical Spread Design”, the journal
of derivatives, Spring 2005.
 Kapadia, Nikunj and Edward Szado, “The Risk Return Characteristics of the Buy-
Write Strategy on the Russell 2000 Index,” Journal of Alternative Investments, Spring
2007, pp. 39–56.
 K.S. Jaiswal & Dipti Saha (2009), Currency Futures Trading in India, Indian Journal of
finance, April Issue.
 Lakonishok, Josef and Smidt Seymour,1986.trading Bargains in Small Firms at Year
End, Journal of portfolio Management,1986:24-29.
 Maheshwari (2013) “Risk management through Options trading in Indian Market”,
http://www.academia.edu/6692393/Risk_Management_Through_Options_Trading
 Madhumathi Rajendran (2007), “Derivative use by banks in India “,Indian Institute of
Technology, Madras, Academy of Banking Studies Journal, Volume 6, Number 1,
2007
 Merton, R. C., Scholes, M. and Gladstein, M (1978), “The Returns and Risk of
Alternative Call Option Portfolio Investment Strategies”, The Journal of Business, Vol.
51, No. 2, pp. 183-242
 Mehta (1982) Mehta, R. P. (1982) Optimizing returns with stock option strategies: an
integer programming approach, Computers and Operations Research, 9, 233–42.
 Michael L. Hemler and Thomas W. Miller (2015),”The Performance of Options-Based
Investment Strategies: Evidence for Individual Stocks During 2003–
2012”,www.optionseducation.org/content/dam/oic/documents/perf-options-
strategies.pdf, May 8,2015.
 MohantyP.2001.Efficiency of the market for small stocks , NSE Research Initiative,
April Series.
 Moschini, G. and Lapan, H. (1992) Hedging price risk with options and futures for the
competitive firm with production flexibility, International Economic Review, 33, 607–
18
 Nhon, N. T. (1998) Using straps and strips to reduce procurement costs and to
strengthen an organization’s competitive position, Derivatives Quarterly, 4, 73–8.
 N.Ramanjaneyalu and A.P,Hosmani (2010),“Financial Derivatives and Risk
Management: Retail Investors view”, Indian Journal of finance, Vol 4,Issue
10,October 2010
 P A K Preetham, Subramanian S and U S Rao (2008) on Protective Put Strategy in the
Indian Stock Market: An Empirical Study, the ICFAI University Press.
 Pallavi, Dr Rama Raju and Dr T.Kama Raju ( 2013), “Operational Strategies and
Performance of Options Trading in India” ,Vol.II, International Monthly Referred
Journal of Resarch in Management & Technology, Abhinav
 Parmjit Kaur (2000), “Financial derivatives: Potential of derivative market in India and
emerging derivatives market structure in India”. Retrieved 27th August, 2008, from
finance website http://myicwai.com/knowledgebank/fm23.pdf
 Paul Brittain and Carley Gamer (2006). “8 simple but proven option strategies”,
futures: News, Analysis and Strategies for Futures, Options & Derivative Traders, Fall
Special issue 2006.
 Peterson, R. (1977) Investor preferences for future straddles, Journal of Financial and
Quantitative Analysis, 12, 105–15
 P.Varadharajan and Dr. P.Vikkraman(2012), “Is Options open interest information
useful in trading? Evidence from Indian equity options market”, The journal
Contemporary Management Research, 2012, Vol 6, Issue No.1, 53-64.
 Rick Thachuk (2000), Trading Techniques, www.futuresmag.com,February 2000.
 Roy Antony & Dr.Y.V.Reddy (2002), “Volatility Indices-A leading Market Indicator”,
NSEIL.
 Ramchandra ,M.T., Satish , Y.M. and Krishnamurthy, M.G. (2010) ,”Options Trading
Strategies for different Market conditions for Hedging the Portfolio and Trading for
Profits” , Indian Journal of Finance , Vol 4 , Number 9, September 2010 ,page no 34-
46
 Rasmeet Kohli-May 2010,NSE Newsletter Article.
 Sandeep Srivastava (2003), “Informational Content of Trading Volume and Open
Interest –An Empirical Study of Stock Option Market in India “,NSE Working Paper,
December 2003
 Sandeep Srivastava, Surendra S Yadav and P.k.Jain (2008), “Derivative Trading In
Indian Stock market: Brokers Perceptions”, IIMB Management review, September
2008.
 Singh , Rohini (2009) ,” Derivatives Securities : Options and Futures” , Security
Analysis and Portfolio Management , First Edition 2009 , ISBN 9788174467485 ,
Excel Books New Delhi , page no 227-255.
 Suchismista Bose and Sumon Kumar Bhaumik (2007), “Impact of Derivative Trading
on Emerging Capital Markets,A Note on Expiration Day Effects in India “, Wasiam
Davidson Institute Working paper, March 2007.
 TEPPOMARTIKAINEN and VESAPUTTONEN (1996), “Call and put signals
predicts Finnish Stock Returns”, Applied economic letters, 1996, 3, 645–648.
 Trennepohl, G. and Dukes, W .( 1981), “An Empirical Test of Option Writing and
Buying Strategies Utilizing In-the –money and Out-of-the-money Contracts”, Journal
of Business Finance & Accounting, 8, 2, pp. 185-202
 Tom Preston (2008), “Vertical spreads and Time decay”, Winning options, Equities,
Equities magazine, March 2008.
WEB SITES:

 www.nseindia.com
 www.bseindia.com
 www.derivativesindia.com
 www.investopedia.com
 www.moneycontrol.com
 www.theoptionsguide.com
 www.callputoptions.com
 www.capitalzone.com
 www.emeraldinsight.com
 www.wikipedia.org/wiki/optionstrategies
 http://www.dnb.co.in/EquityBroking2012/Primary_insights.asp, dun and Bradstreet &
BSEs Report on India’s leading equity broking houses 2013.
 http://www.optionsplaybook.com/options-introduction/option-
greeks/#ixzz48uA5Su9a
 https://www.cmegroup.com

SOFTWARE:

 ODIEN DIET OF NSE

 SPSS
 MICROSOFT EXCEL 2010