Год выпуска: 2012 Автор: Sarika Mahajan Издательство: LAP Lambert Academic Publishing Страниц: 196 ISBN: 9783659129025
Описание
This book shed light upon the efficiency of Indian stock market by examining the causal and contemporaneous relationship between volume and return, and volume and volatility. It would further help to comment upon whether the introduction of various reforms causes change in the price discovery efficiency in terms of return-volume linkage. Studying the relations between the returns, volatility and trading volume in the India would help to uncover whether the Indian stock market exhibits a positive price-volume relations as found in mature markets. This book would further enable us to uncover whether the price-volume relation in the Indian stock market exhibits different characteristics from those in developed markets. In fact, the different characteristics of the Indian stock market with respect to information flows and institutional structure can provide new insight into the price volume relation. This book would also enhance the understanding of market asymmetry, market efficiency...
