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Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/19017
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dc.contributor.authorCamilleri, Silvio John
dc.contributor.editorGregoriou, G.N.
dc.date.accessioned2017-05-16T06:27:46Z
dc.date.available2017-05-16T06:27:46Z
dc.date.issued2010
dc.identifier.citationCamilleri, 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.en_GB
dc.identifier.isbn9781439804483
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/19017
dc.description.abstractThe 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.en_GB
dc.language.isoenen_GB
dc.publisherTaylor and Francis Groupen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectNational Stock Exchange of India (NSE)en_GB
dc.subjectStock exchangesen_GB
dc.subjectInternational economic integrationen_GB
dc.subjectMoney marketen_GB
dc.subjectStocks -- Pricesen_GB
dc.titleResponse of Indian equities to U.S. Stock Market movements of the prior trading dayen_GB
dc.title.alternativeEmerging markets: performance, analysis and innovationen_GB
dc.typebookParten_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.identifier.doi10.1201/9781439804506-c24
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