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Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.; Kumari, Jyoti - In: Journal of Asia Pacific business 16 (2015) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
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Impact of the Introduction of Call Auction on Price Discovery : Evidence from the Indian Stock Market Using High-Frequency Data
Agarwalla, Sobhesh Kumar - 2012
opening call auction at the National Stock Exchange of India. This was advocated based on the evidence of positive effect of … call auction on market quality at phases with high volatility or information asymmetry. The results suggest that the … intraday pattern of volume and volatility in the continuous market remains unchanged even after the introduction of the call …
Persistent link: https://www.econbiz.de/10013096649
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Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
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Investigating the informational efficiency of exchange traded funds (ETFs) : empirical evidence from Indian Equity ETFs
Kaur, Prabhdeep; Jaspal Singh - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10013349034
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Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market
Aggarwal, Khushboo; Jha, Mithilesh Kumar - In: Managerial finance 49 (2023) 9, pp. 1438-1452
Persistent link: https://www.econbiz.de/10014331954
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Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Chai, Shanglei - In: International journal of economics and finance 7 (2015) 8, pp. 218-228
Persistent link: https://www.econbiz.de/10011346849
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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
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The impact of volatility shifts on market efficiency : the case of four emerging Southeast Asian stock markets
Tan, Hui Boon; Wong, Mei-Foong; Elshareif, Elgilani Eltahir - In: Global business & economics review 17 (2015) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10011337092
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The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching; Su, Yong-chern; Yang, Ming-yu - In: Investment management and financial innovations 10 (2013) 2, pp. 84-92
Persistent link: https://www.econbiz.de/10010201089
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Football and stock market performance correlation : evidence from Italy
Botoc, Claudiu; Mihancea, Eugen; Molcut, Alin - In: Scientific Annals of Economics and Business 66 (2019) 4, pp. 525-539
Persistent link: https://www.econbiz.de/10012405926