Study Pdf 92220 | Intraday Liquidity Patterns In Indian Stock Market

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File: Study Pdf 92220 | Intraday Liquidity Patterns In Indian Stock Market

department of economics issn 1441 5429 discussion paper 34 12 intraday liquidity patterns in indian stock market r krishnan and vinod mishra abstract this paper attempts to study the liquidity ...

Filetype PDF | Posted on 17 Sep 2022 | 4 years ago

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...Department of economics issn discussion paper intraday liquidity patterns in indian stock market r krishnan and vinod mishra abstract this attempts to study the detect any commonality across measures using one year data from india s national exchange nse on stocks nifty index we found that most volume spread related exhibit an intra day u shaped pattern similar those for a consisting makers however also note presence both implying concurrent high trading wide spreads while such phenomena has been reported previously with specialist provider can be explained brock kleidon model it is first time observe behaviour order driven where there no maker besides find only weak evidence co movement or suggests factors may not play significant role affecting individual hinting need part asset pricing process jel classification g keywords indira gandhi institute development research mumbai email kittu igidr ac monash university vic australia edu all rights reserved reproduced form stored retrieval ...

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Posted on: 17 Sep 2022 | 4 years ago
Tag: download pdf, intraday, liquidity, patterns, indian, stock, market,
Filetype: PDF
File size: 0.53 MB
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