Matches in SemOpenAlex for { <https://semopenalex.org/work/W2896006811> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W2896006811 endingPage "3072" @default.
- W2896006811 startingPage "3062" @default.
- W2896006811 abstract "The paper tries to capture the liquidity dynamics in the case of extreme events such a soil price shock and the sub-prime crisis by considering trading probability (TP), market efficiency coefficient (MEC) and total volume (TV) as liquidity measures in the Indian context. Using extreme value theory (EVT), the results provide evidence for the presence of significant liquidity risk in the Indian market. The results reveal a low observed value of TP during the sub-prime financial crisis. Based on the analyses of MEC, it can be concluded that despite the presence of liquidity risk, the Indian market is quite resilient even in extreme conditions. It can also be concluded that Indian market is risky for speculators; however for long-term investment liquidity risk is lower for BSE 500 indexed shares. The study has implications in exploring how market participants rebalance their portfolios in response to liquidity uncertainty." @default.
- W2896006811 created "2018-10-26" @default.
- W2896006811 creator A5010638661 @default.
- W2896006811 creator A5024074738 @default.
- W2896006811 creator A5053892510 @default.
- W2896006811 date "2018-01-01" @default.
- W2896006811 modified "2023-10-02" @default.
- W2896006811 title "Liquidity Dynamics of Indian Stock Market in Financial Shocks: Extreme Value Theory" @default.
- W2896006811 cites W1588163064 @default.
- W2896006811 cites W1947019458 @default.
- W2896006811 cites W1971798955 @default.
- W2896006811 cites W1975994995 @default.
- W2896006811 cites W2030106979 @default.
- W2896006811 cites W2041917288 @default.
- W2896006811 cites W2054404217 @default.
- W2896006811 cites W2059286270 @default.
- W2896006811 cites W2147558164 @default.
- W2896006811 cites W2890714760 @default.
- W2896006811 cites W3021190191 @default.
- W2896006811 cites W3121183785 @default.
- W2896006811 cites W3121238223 @default.
- W2896006811 cites W3121453935 @default.
- W2896006811 cites W3121630491 @default.
- W2896006811 cites W3122902448 @default.
- W2896006811 cites W3123899576 @default.
- W2896006811 cites W3124947744 @default.
- W2896006811 cites W3125025645 @default.
- W2896006811 cites W3125030544 @default.
- W2896006811 cites W3125046887 @default.
- W2896006811 doi "https://doi.org/10.4236/tel.2018.814190" @default.
- W2896006811 hasPublicationYear "2018" @default.
- W2896006811 type Work @default.
- W2896006811 sameAs 2896006811 @default.
- W2896006811 citedByCount "3" @default.
- W2896006811 countsByYear W28960068112020 @default.
- W2896006811 countsByYear W28960068112022 @default.
- W2896006811 crossrefType "journal-article" @default.
- W2896006811 hasAuthorship W2896006811A5010638661 @default.
- W2896006811 hasAuthorship W2896006811A5024074738 @default.
- W2896006811 hasAuthorship W2896006811A5053892510 @default.
- W2896006811 hasBestOaLocation W28960068111 @default.
- W2896006811 hasConcept C105795698 @default.
- W2896006811 hasConcept C106159729 @default.
- W2896006811 hasConcept C127413603 @default.
- W2896006811 hasConcept C151730666 @default.
- W2896006811 hasConcept C162324750 @default.
- W2896006811 hasConcept C176923680 @default.
- W2896006811 hasConcept C183582576 @default.
- W2896006811 hasConcept C204036174 @default.
- W2896006811 hasConcept C2776291640 @default.
- W2896006811 hasConcept C2780299701 @default.
- W2896006811 hasConcept C2780762169 @default.
- W2896006811 hasConcept C33923547 @default.
- W2896006811 hasConcept C556758197 @default.
- W2896006811 hasConcept C78519656 @default.
- W2896006811 hasConcept C86803240 @default.
- W2896006811 hasConceptScore W2896006811C105795698 @default.
- W2896006811 hasConceptScore W2896006811C106159729 @default.
- W2896006811 hasConceptScore W2896006811C127413603 @default.
- W2896006811 hasConceptScore W2896006811C151730666 @default.
- W2896006811 hasConceptScore W2896006811C162324750 @default.
- W2896006811 hasConceptScore W2896006811C176923680 @default.
- W2896006811 hasConceptScore W2896006811C183582576 @default.
- W2896006811 hasConceptScore W2896006811C204036174 @default.
- W2896006811 hasConceptScore W2896006811C2776291640 @default.
- W2896006811 hasConceptScore W2896006811C2780299701 @default.
- W2896006811 hasConceptScore W2896006811C2780762169 @default.
- W2896006811 hasConceptScore W2896006811C33923547 @default.
- W2896006811 hasConceptScore W2896006811C556758197 @default.
- W2896006811 hasConceptScore W2896006811C78519656 @default.
- W2896006811 hasConceptScore W2896006811C86803240 @default.
- W2896006811 hasIssue "14" @default.
- W2896006811 hasLocation W28960068111 @default.
- W2896006811 hasOpenAccess W2896006811 @default.
- W2896006811 hasPrimaryLocation W28960068111 @default.
- W2896006811 hasRelatedWork W2030106979 @default.
- W2896006811 hasRelatedWork W2150708838 @default.
- W2896006811 hasRelatedWork W2386810786 @default.
- W2896006811 hasRelatedWork W2788788274 @default.
- W2896006811 hasRelatedWork W3121361207 @default.
- W2896006811 hasRelatedWork W3122148297 @default.
- W2896006811 hasRelatedWork W3122901253 @default.
- W2896006811 hasRelatedWork W3181228540 @default.
- W2896006811 hasRelatedWork W3196593411 @default.
- W2896006811 hasRelatedWork W3095130577 @default.
- W2896006811 hasVolume "08" @default.
- W2896006811 isParatext "false" @default.
- W2896006811 isRetracted "false" @default.
- W2896006811 magId "2896006811" @default.
- W2896006811 workType "article" @default.