Size effect in market-wide liquidity commonality : evidence from the Indian stock market
Year of publication: |
2019
|
---|---|
Authors: | Cheriyan, Namitha K. ; Lazar, Daniel |
Published in: |
Organizations and markets in emerging economies. - Vilnius : Vilniaus Universiteto Leidykla, ISSN 2345-0037, ZDB-ID 2576493-7. - Vol. 10.2019, 2, p. 335-355
|
Subject: | liquidity | commonality in liquidity | NIFTY 50 | liquidity measures | Indien | India | Liquidität | Liquidity | Marktliquidität | Market liquidity | Börsenkurs | Share price | Aktienmarkt | Stock market | Betriebliche Liquidität | Corporate liquidity | Wertpapierhandel | Securities trading |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.15388/omee.2019.10.17 [DOI] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stock Liquidity and SMEs’ Likelihood of Bankruptcy : Evidence from the US Market
El Kalak, Izidin, (2018)
-
The Impact of Broker Market Structure on Stock Liquidity
Liu, Wai-Man, (2016)
-
Illiquidity, duration and momentum profits: evidence from the Korean stock market
Bae, Jaewan, (2021)
- More ...
-
Park, Daniel Hyunchae, (2022)
-
Cheriyan, Namitha K., (2019)
-
How efficient are Indian banks in managing the risk-return trade-off? An empirical analysis
Navas, Jalaludeen, (2020)
- More ...