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This book is highlighted the importance of the contemporaneous relationship between Futures and Spot Market. The Indian equity futures market how to dominate the information transmission process and the duration of lead-lag between two markets. GARCH model is narrated the volatility condition of derivative market and spot market, and also intraday volatility is tested through the framed model. Open Interest and Volume of traded impact has been tested in the framed hypothesis condition. This book could help to the researchers and students make understand critically and contemporarily in the price discovery process and volatility condition in the equity derivatives market.

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L. S., Sridhar
Dr. Sridhar L. S. is currently a faculty in the finance and accounting in department of commerce at St. Joseph´s College of Commerce, Bangalore. His field of interest in the research Behavioral Finance, Derivatives market,and corporate events. Dr. M. Sumathy has served as Professor and Dean in the department of commerce at Bharathiar University, Coimbatore.

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