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Speed of price adjustment in Indian stock market: a paradox - MaRDI portal

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Speed of price adjustment in Indian stock market: a paradox (Q2036862)

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scientific article; zbMATH DE number 7365081
Language Label Description Also known as
English
Speed of price adjustment in Indian stock market: a paradox
scientific article; zbMATH DE number 7365081

    Statements

    title
    Speed of price adjustment in Indian stock market: a paradox (English)
    0 references
    author
    Parthajit Kayal
    0 references
    Sayanti Mondal
    0 references
    publication date
    30 June 2021
    0 references
    zbMATH Keywords
    extreme value volatility estimators
    0 references
    speed of price adjustment
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    random walk
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    excess volatility
    0 references

    Identifiers

    zbMATH DE Number
    7365081
    0 references
    OpenAlex ID
    W3007880483
    0 references
     
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