Long run commonality in Indian stocks: empirical evidence from national stock exchange of India

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Kumar, Gaurav and Misra, Arun Kumar (2020) Long run commonality in Indian stocks: empirical evidence from national stock exchange of India. Journal of Indian Business Research, 12 (4). pp. 441-458. ISSN 17554195

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Abstract

The purpose of this paper is to investigate long-run commonality in liquidity using multiple proxies computed from limited order book data of NIFTY50 stocks. The findings indicate the existence of systematic liquidity or commonality on NIFTY50 market and comprising industries.

Item Type:	Article
Keywords:	Long Run \| Industry \| Commonality \| Market Microstructure \| NSE \| Systematic Liquidity
Subjects:	Social Sciences and humanities > Business, Management and Accounting > General Management
JGU School/Centre:	Jindal Global Business School
Depositing User:	Amees Mohammad
Date Deposited:	15 Dec 2021 07:32
Last Modified:	03 Jan 2022 10:33
Official URL:	https://doi.org/10.1108/JIBR-09-2016-0091
URI:	https://pure.jgu.edu.in/id/eprint/199

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