مرکز منطقه ای اطلاع رساني علوم و فناوري - Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market

Title of article :

Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market

Author/Authors :

Sunil Poshakwale، نويسنده , , Michael Theobald، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

385

To page :

400

Keywords :

Lead/lag structure , Large and small capitalisation stocks , Thin trading

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2004

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189704

Link To Document :