Liquidity dynamics of Indian stock market in financial shocks : extreme value theory
Year of publication: |
October 2018
|
---|---|
Authors: | Jha, Sumit Kumar ; Bhattacharya, Mousumi ; Bhattacharya, Sharad Nath |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 14, p. 3062-3072
|
Subject: | Stock Market Liquidity | EVT | Trading Probability | Market Efficiency Coefficient | Aktienmarkt | Stock market | Liquidität | Liquidity | Indien | India | Effizienzmarkthypothese | Efficient market hypothesis | Finanzmarkt | Financial market | Schock | Shock | Marktliquidität | Market liquidity |
-
Stock market and its liquidity : evidence from ARDL bound testing approach in the Indian context
Bhattacharya, Sharad Nath, (2019)
-
What drives stock market underreaction to liquidity shocks? : evidence from Korea
Jang, Jeewon, (2022)
-
New market reforms and stock exchange liquidity : the case of Kuwait
Bouresli, Amani Kh., (2019)
- More ...
-
Bhattacharya, Mousumi, (2022)
-
Software Services Export and Its Implications on Economic Growth in India: An Empirical Study
Bhattacharya, Mousumi, (2013)
-
Stock market and its liquidity: Evidence from ARDL bound testing approach in the Indian context
Bhattacharya, Sharad Nath, (2019)
- More ...