Work

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

Year: 2025

Type: article

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.

Source: Zenodo (CERN European Organization for Nuclear Research)

DOI: 10.5281/zenodo.18185484

Author: Aditya Narayan Singh

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7119524592

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