Does time-varying illiquidity matter for the Indian stock market? : evidence from high-frequency data
Year of publication: |
2022
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Authors: | Bhattacharya, Mousumi ; Bhattacharya, Sharad Nath ; Jha, Sumit Kumar |
Published in: |
Australian journal of management. - London : Sage, ISSN 1327-2020, ZDB-ID 2011797-8. - Vol. 47.2022, 2, p. 251-272
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Subject: | Asset pricing | illiquidity | liquidity | quantile regression | seasonality | stock market | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Indien | India | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations |
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