Speed of price adjustment in Indian stock market : a paradox
Parthajit Kayal, Sayanti Mondal
| Year of publication: |
2020
|
|---|---|
| Authors: | Kayal, Parthajit ; Mondal, Sayanti |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 27.2020, 4, p. 453-476
|
| Subject: | Extreme value volatility estimators | Speed of price adjustment | Random walk | Excess volatility | Volatilität | Volatility | Börsenkurs | Share price | Indien | India | Schätzung | Estimation | Random Walk | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-020-09303-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390325