Browsing Department of Management Studies (MS) by Author "Chatterjee, Devlina"
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Studies On Some Aspects Of Liquidity Of Stocks : Limit Order Executions In The Indian Stock Market
Chatterjee, Devlina (2012-06-26)We study some aspects of liquidity of stocks traded through the National Stock Exchange (NSE) of India. Initially we examine the multi-dimensional nature of liquidity by conducting day-wise factor analysis of eleven ...