Liquidity dynamics of Indian stock market in financial shocks : extreme value theory
Sumit Kumar Jha, Mousumi Bhattacharya, Sharad Nath Bhattacharya
| 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 | Effizienzmarkthypothese | Efficient market hypothesis | Indien | India | Schock | Shock | Finanzmarkt | Financial market | Marktliquidität | Market liquidity | Risikomaß | Risk measure | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.814190 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011954537