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https://www.um.edu.mt/library/oar/handle/123456789/19017| Title: | Response of Indian equities to U.S. Stock Market movements of the prior trading day |
| Other Titles: | Emerging markets: performance, analysis and innovation |
| Authors: | Camilleri, Silvio John |
| Keywords: | National Stock Exchange of India (NSE) Stock exchanges International economic integration Money market Stocks -- Prices |
| Issue Date: | 2010 |
| Publisher: | Taylor and Francis Group |
| Citation: | Camilleri, S. J. (2010). Response of Indian equities to U.S. Stock Market movements of the prior trading day. In G. M. Gregoriou (Eds.), Emerging markets: performance, analysis and innovation (pp. 493-508). Florida: CRC Press. |
| Abstract: | The aim of this chapter is to glean empirical evidence about the interconnections between Indian and US markets, in terms of price and volatility spillovers. The analysis also investigates the promptness of the Indian market response to US movements, any asymmetric properties of such response and how the latter is affected by liquidity factors such as the number of companies traded and transaction size. |
| URI: | https://www.um.edu.mt/library/oar//handle/123456789/19017 |
| ISBN: | 9781439804483 |
| Appears in Collections: | Scholarly Works - FacEMABF |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Article - Published Version - Unformatted Resp of Ind.pdf | Main article | 826.2 kB | Adobe PDF | View/Open |
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