Stock market and its liquidity: Evidence from ARDL bound testing approach in the Indian context

Stock market and its liquidity: Evidence from ARDL bound testing approach in the Indian context

This paper attempts to capture the relationship between stock market movements and its endogenous liquidity measures using Autoregressive Distributed-lag (ARDL) Bounds Testing Approach. We consider depth, breadth, tightness, immediacy and resiliency dimensions of market liquidity using suitable liqu...

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Bibliographic Details
Main Authors: Sharad Nath Bhattacharya, Mousumi Bhattacharya, Sankarshan Basu
Format: Article
Language:English
Published: Taylor & Francis Group 2019-01-01
Series:Cogent Economics & Finance
Subjects:
stock market
liquidity
ardl
market efficiency coefficient
spread
turnover rate
Online Access:http://dx.doi.org/10.1080/23322039.2019.1586297

Internet

http://dx.doi.org/10.1080/23322039.2019.1586297

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