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House price dynamics under lower leverage: the case of metropolitan cities in India
Pani, Sudhanshu Sekhar - In: International Journal of Housing Markets and Analysis 17 (2022) 3, pp. 814-836
Purpose This paper aims to examine the dynamics of house prices in metropolitan cities in an emerging economy. The purpose of this study is to characterise the house price dynamics and the spatial heterogeneity in the dynamics. Design/methodology/approach The author explores spatial...
Persistent link: https://www.econbiz.de/10015345610
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Bids and asks in disequilibrium market microstructure: The case of IBM
deB. Harris, Frederick H.; McInish, Thomas H.; … - In: Journal of Banking & Finance 19 (1995) 2, pp. 323-345
Persistent link: https://www.econbiz.de/10005213698
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Are Asian exchanges outliers? : a market quality criterion
Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Investment management and financial innovations 18 (2021) 2, pp. 64-78
Persistent link: https://www.econbiz.de/10012698120
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A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Journal of quantitative economics 19 (2021) 4, pp. 617-652
Persistent link: https://www.econbiz.de/10012663902