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A common claim says that on the day after a weekly expiry, rollover buying lifts NIFTY in the first fifteen minutes and the rise fades by the close. On 1,407 trading days from December 2020 to September 2026 the fade does not appear, and the opening rise cannot be told apart from ordinary differences between weekdays. AION Analytics research note, series: Tested Market Claims. Canonical version: https://aionanalytics.in/research/notes/day-after-expiry-test Supplementary files: the analysis script, the summary tables and the classified dates, so the test can be rerun on any copy of the NIFTY 50 index data. See README.txt.
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Lokesh Gupta (2026) studied this question.
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