Impact of the Introduction of Call Auction on Price Discovery : Evidence from the Indian Stock Market Using High-Frequency Data
Year of publication: |
2012
|
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Authors: | Agarwalla, Sobhesh Kumar |
Other Persons: | Jacob, Joshy (contributor) ; Pandey, Ajay (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Indien | India | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2188542 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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