ML-QuantSubscribe

SSRNTrading, Microstructure & Execution

Liquidity Risk in Indian Stock Market

A study investigates the impact of systematic liquidity risk on the Indian equity market, focusing on the effects of illiquidity on market volatility.

Featured in No. 54 on 20 Jun 2024 · 19 days after release

Released
1 Jun 2024
First featured
No. 54 · 20 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4868829

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page