Speculators' dominance in the Index futures market during COVID-19

A recent study shows that index futures prices are influenced by the index's liquidity. This research describes the state of the index futures market following the epidemic as seen by index futures mispricing affected by liquidity and volatility during the outbreak.

Wednesdays obtain herd immunity? Examining the effect of the day of the week on the NSE sectoral market during COVID-19

A modified CSAD model is utilised in this research to detect herding in the developing market prior to and during the COVID-19 epidemic. From July 2019 through June 2021, we evaluate the outcomes of the NSE's twelve sectoral indices. We find considerable intentional herding before to the outbreak of COVID-19, but anti-herding after the pandemic on Wednesday. Herding is enhanced on Mondays after COVID-19 outbreak but decreases on the other days of the week. This study suggests that the COVID-19 pandemic may have impaired investors' capacity to discriminate between signals, leading their investments in sectoral indices to be connected at random rather than distinguishing between signals to follow the market leader for larger returns.