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Sectoral indices movement : a study of financial crisis era

Taneja, Yash Pal; Bansal, Shipra - In: Paradigm : the journal of Institute of Management Technology 17 (2013) 1/2, pp. 67-80

Persistent link: https://www.econbiz.de/10011759252

A method to find historical VaR for portfolio that follows S&P CNX Nifty index by estimating the index value

Ramesh, K. V. N. M. - In: Risk management and value : valuation and asset price, (pp. 61-70). 2008

Persistent link: https://www.econbiz.de/10003686161

How does liquidity react to stress periods in a limit order market?

Beltran Lopez, Helena; Durré, Alain; Giot, Pierre - 2004

Persistent link: https://www.econbiz.de/10002093411

Nonlinear modelling of the Finnish banking and finance branch index

Östermark, Ralf; Aaltonen, Jaana; Saxén, Henrik; … - In: The European journal of finance 10 (2004) 4, pp. 277-289

Persistent link: https://www.econbiz.de/10002359621

How Does Liquidity React to Stress Periods in a Limit Order Market?

Beltran-Lopez, Helena M. - 2010

This paper looks at the interplay of volatility and liquidity on the Euronext trading platform during the December 2, 2002 to April 30, 2003 time period. Using transaction and order book data for some large- and mid-cap Brussels-traded stocks on Euronext, we study the ex-ante liquidity vs...

Persistent link: https://www.econbiz.de/10013137096