Monga, Reema; Aggrawal, Deepti; Singh, Jagvinder - In: Organizations and Markets in Emerging Economies 14 (2023) 1, pp. 6-25
The study examines the market efficiency, multi-dimensions of liquidity, and their interconnectedness for the Emerging … tests to determine efficiency, including the Ljung and Box, runs test, Bartel test, Variance ratio, and BDS tests …. Furthermore, using five quintiles classified by market depth, the linkage of market efficiency and liquidity is also being …