Camilleri, Silvio John - In: International Journal of Financial Research 6 (2015) 2, pp. 44-53
The purpose of this paper is to investigate the volatility impacts of the suspension of a call auction system by the National Stock Exchange of India (NSE) in June 1999, thus extending prior empirical work relating to this area. The realised volatility on NSE is compared with that of the Bombay...
