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Guar Seed crop is ruling the Indian International business mainly due to its application as a drilling fluid in shale energy industry concentrated in the USA. One of the allegations against futures market is its possible role in increasing the volatility of underlying physical market prices. Suspension of guar seed futures contract in 2012 at National Commodity Derivatives Exchange of India (NCDEX)-India, has reignited the controversy and raised an alarm bell to peek into obscure world of Indian commodity derivatives market. Against the backdrop of fiasco in guar futures trading, the purpose of this paper is to investigate whether sudden surge in futures trading volume leads to increase in the volatility of spot market prices.

Guar seed spot returns volatility is modeled as a GARCH (1, 1) process. Futures trading volume and open interest are segregated into expected and unexpected components. The data are analyzed from 2004 to 2011 using Augmented GARCH model to study the contemporaneous relationship between spot volatility and unexpected futures trading activity and Granger Causality test for examining the dynamic relationship between them and ascertaining causality.

Augmented GARCH model reports positive relationship between unexpected futures trading volume (UTV) and spot returns volatility, and, Granger Causality flows from UTV to spot volatility. Therefore, when the level of futures trading volume increases unexpectedly, the volatility of spot prices increases pointing toward the destabilizing impact of futures trading. However, hedger’s activity, represented by open interest is not seen to have any causal/destabilizing impact on spot price volatility of guar seed.

The study provides empirical evidence to support the concern of regulators, genuine hedgers and other traders about the presence of excessive speculation and market manipulations perpetrated through futures market that is disturbing the underlying physical market instead of strengthening it by aiding in price discovery and risk mitigation.

There are very few studies which have empirically investigated the temporal relation between volume and volatility in Indian agricultural commodity markets. With guar seed as a special case the present study investigates statistically the impact of futures trading on spot price volatility. In light of the findings of the study, the curb imposed on guar seed futures trading in 2012 was justified.

This article shows that partial price stabilisation is superior to complete price stabilisation in stabilising national export earnings in virtually all situations and is more likely to stabilise national than world export earnings, in contrast to the findings of an earlier study. It also shows that the kind of partial price stabilisation achievable in practice is almost certain to reduce instability in the export earnings from each commodity for every exporting country.

This chapter will detail the methodologies and methods used in a research project aimed to develop a working democratic model of parent engagement in a coastal primary school in England. Building on John Macmurray's (1958/2012) insistence that learning to live and act in relationship with each other is vital to democracy and thus education, the project involved working with a group of parents who explored different ways of working with and relating to the school. Initially, the study involved using Community Philosophy (SAPERE, 2015) which provided a forum to discuss, problematise and develop new concepts and forms of parent engagement. As the research project continued, it was necessary to take a post-structuralist turn and develop a more dissensual approach to both parent engagement and research. This chapter explores the need for such an approach argues for a re-conceptualisation of action research as the rope makers tool, the fid, an approach that ruptures understandings and the status quo. The implications of such an approach are explored, especially the need for a destabilising approach to methodology and research ethics.

This study aims to examine the impact of institutional investors and their classes on the stock return volatility of an emerging market. The paper also determines the moderating role of firm size, crisis and turnover on such relationships.

The study covers nonfinancial companies of the Bombay Stock Exchange-100 index that are listed during the study period. The study uses fixed effects and systematic generalized method of moments estimators to look over the association between institutional investors and firms’ stock return volatility.

The study provides evidence that institutional investors destabilize the Indian stock market. It indicates that institutional investors do not engage in management activities; they earn short-term gains depending on information efficiency. Pressure-insensitive institutional investors have a significant positive relation with stock return volatility, while pressure-sensitive institutional investors do not. The study also reflects that pressure-sensitive institutional investors are underweighted in India, which jointly represents an insignificant nonlinear association between institutional ownership and stocks’ volatility. Furthermore, outcomes reveal that the intersection effect of the crisis, firm size and turnover is positively and significantly related to such relationships.

The outcomes encourage initiatives that keep track of institutional investors in the Indian stock market. To control the destabilizing effect of pressure-insensitive institutional investors, regulators should follow strict regulations on their trading patterns. Moreover, it guides the potential researchers that they should also take into account the impact of other classes of ownership structure or what type of ownership can help in stabilizing or destabilizing the Indian stock market.

Abundant literature studies the relationship between institutional ownership and firm performance in the Indian context. From the standpoint of making management decisions, the return and volatility of stock returns are both different aspects. However, this study examines the effect of institutional ownership and its groups on the volatility of stock return using the panel data estimator, which was previously not discussed in the literature.

The effect of structural damping on panel flutter has received little treatment in the literature but the available information suggests that such an effect may be destabilizing. By considering a two‐dimensional, simply‐supported panel and using linear piston theory for the aerodynamic forces an analysis is presented in which the effect of hysteretic structural damping is considered. The main emphasis is on flat unbuckled panels, although a brief investigation of buckled panels is also presented, and it is concluded that there is an interdependence of structural and aerodynamic damping, which in the range of Mach numbers for which piston theory is valid, shows the destabilizing effect of structural damping. This effect is apparently more pronounced at high altitudes. A comprehensive bibliography of panel flutter is also included.

The purpose of this paper is to propose that the choice of marketing tactics is influenced by the company's external environment. It aims to illustrate the marketing tactics suggested for a complex, turbulent environment, when marketing and the environment are viewed through a complexity lens.

A marketing mix model, derived from complexity literature, was assessed via a multiple case study to identify the type of marketing mix suggested for a complex, turbulent environment. The study was exploratory, using in‐depth interviews with two companies in the IT industry.

The results tentatively confirmed that the more successful company used a destabilizing marketing mix, and suggest that using complexity theory to develop marketing tactics could be helpful in turbulent environments.

The findings are limited by the study's exploratory, qualitative nature and the small sample. Generalizing should be done with care and therefore further research with larger samples and in different environments is recommended.

The paper will benefit marketers by emphasizing a new way to consider future marketing activities of their companies. The model can assist marketers to identify the tactics to use, dependent on the nature of their environment.

Most work on complexity in marketing has concentrated on strategy, with little emphasis on tactics and the marketing mix. Therefore, the paper is an important contribution to the understanding of marketing mix choices, of interest to both practising marketers and marketing academics.

The purpose of this paper is to explore relationships between social tagging and key poststructuralist principles; to devise and construct an analytical framework through which key poststructuralist principles are converted into workable research questions and applied to analyse Librarything tags, and to assess the validity of performing such an analysis. The research hypothesis is that tagging represents an imperfect analogy for the poststructuralist project.

Tags from LibraryThing and from a library OPAC were compared and constrasted with Library of Congress Subject Headings (LCSH) and publishers’ descriptions. Research questions derived from poststructuralism, asked whether tags destabilise meaning, whether and how far the death of the author is expressed in tags, and whether tags deconstruct LCSH.

Tags can temporarily destabilise meaning by obfuscating the structure of a word. Meaning is destabilised, perhaps only momentarily, and then it is recreated; it might resemble the original meaning, or it may not, however any attempt to make tags useful or functional necessarily imposes some form of structure. The analysis indicates that in tagging, the author, if not dead, is ignored. Authoritative interpretations are not pervasively mimicked in the tags. In relation to LCSH, tagging decentres the dominant view, but neither exposes nor judges it. Nor does tagging achieve the final stage of the deconstructive process, showing the dominant view to be a constructed reality.

This is one of very few studies to have attempted a critical theoretical approach to social tagging. It offers a novel methodological approach to undertaking analysis based on poststructuralist theory.

The authors investigate the 2008-2009 short-sales ban in Korea, one of the most comprehensive and restrictive short-selling bans worldwide. The purpose of this paper is to examine: whether the ban stopped a destabilizing effect, if there was any, of short-selling activities; whether the ban improved or deteriorated the informational efficiency or the price discovery process of the stock market; and whether the ban had any impact on market liquidity.

Multiple regression; vector autoregression analysis; and generalized autoregressive conditional heteroskedasticity analysis.

The authors find no evidence that short-sales have a market-destabilizing effect and thus, restricting short-selling has a market-stabilizing effect. On the contrary, the short-selling ban is associated with an increase in return volatility and a deterioration of the price discovery process, particularly for the stocks without derivatives traded on them. The authors also find evidence of a liquidity decrease for short-sale intensive stocks. However, the evidence is inconclusive as to whether the market efficiency and liquidity changes are solely the result of the short-sales ban or the compound effects of both the ban and the concurrent progress of the financial crisis.

The literature does not provide a conclusive view on the effects of short-sales or restrictions thereof on the stock market. Also, the existing research on recent worldwide shorting bans often lack empirical scope (e.g. 32 stocks for UK; three weeks for USA). In contrast, the short-sales ban in the Korean stock market, one of the most comprehensive and restrictive short-selling bans worldwide, lasted for eight months for all the listed stocks and is still in effect for financial stocks. The authors find no evidence that short-sales have a market-destabilizing effect and thus, restricting short-selling has a market-stabilizing effect.