Emerging stock market microstructure: empirical studies of the National Stock Exchange of India

This thesis adopts an empirical approach to examine various market microstructure issues, using data from the National Stock Exchange of India (NSE). Whilst the respective empirical analyses may be considered as self-contained investigations, they are primarily linked through the common objective of...

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Bibliographic Details
Main Author: Silvio J. Camilleri
Format: Default Thesis
Published: 2006
Subjects:
Other economics not elsewhere classified
Call auctions
Excessive volatility
Monday effects
National Stock Exchange of India
Non-synchronous trading
Stock market microstructure
Volatility seasonality
Economics not elsewhere classified
Online Access:https://hdl.handle.net/2134/7891
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