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

Speed of price adjustment in Indian stock market: a paradox

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Publication:2036862

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DOI10.1007/S10690-020-09303-7zbMath1467.91173OpenAlexW3007880483MaRDI QIDQ2036862

Parthajit Kayal, Sayanti Mondal

Publication date: 30 June 2021

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-020-09303-7

zbMATH Keywords

random walk excess volatility extreme value volatility estimators speed of price adjustment

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Financial markets (91G15)

Cites Work

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