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

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.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2025-10-08
DOI
https://doi.org/10.5281/zenodo.18185484
Primary Topic
Stock Market Forecasting Methods
Type
article
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article

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

Aditya Narayan Singh
Zenodo (CERN European Organization for Nuclear Research)
Stock Market Forecasting Methods
article

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

Aditya Narayan Singh
article en

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.

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Post-Market Price Discovery in Indian Gold ETFs: A Relative Parity Working Paper — Aditya Narayan Singh · Zenodo (CERN European Organization for Nuclear Research) (2025) | TGRS Research Map | TGRS