Day long effect of liquidity on stock return : an empirical investigation in a day of political and economic importance in India
Year of publication: |
2015
|
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Authors: | Tripathy, Trilochan ; Ahluwalia, Eshan |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 10, p. 204-214
|
Subject: | liquidity | dynamic liquidity | return | absolute spread | relative quoted spread | illiquidity | ARDL model | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Indien | India | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Börsenkurs | Share price |
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