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ZENODO
Other literature type . 2025
License: CC BY
Data sources: ZENODO
ZENODO
Research . 2025
License: CC BY
Data sources: Datacite
ZENODO
Research . 2025
License: CC BY
Data sources: Datacite
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Post-Market Price Discovery in Indian Gold ETFs: A Relative Parity Working Paper

descriptionPublicationkeyboard_double_arrow_right Research , Other literature type 08 Oct 2025 English Publisher:Zenodo
Authors: Aditya Narayan Singh;

doi: 10.5281/zenodo.18185485 , 10.5281/zenodo.18185484

Post-Market Price Discovery in Indian Gold ETFs: A Relative Parity Working Paper

Abstract

This working paper presents an exploratory quantitative framework for studying post-market price discovery in Indian Gold Exchange Traded Funds (ETFs). The proposed Relative Parity model constructs a synthetic reference price during extended non-trading intervals by anchoring domestic ETF closing prices to global spot gold (XAU/USD) and currency (USD/INR) dynamics. The system is implemented as a Python-based analytical engine designed for research and modeling purposes. This work is intended as an academic research contribution and does not constitute investment advice.

Keywords

Quantitative analysis

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green