The Joint Dynamics of Liquidity and Volatility Across Small- and Large- index Indian Funds (Record no. 52890)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01179nam a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20191121145938.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 191121b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kulshrestha,, Kriti |
| 9 (RLIN) | 35019 |
| 245 ## - TITLE STATEMENT | |
| Title | The Joint Dynamics of Liquidity and Volatility Across Small- and Large- index Indian Funds |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 167S-182 S |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The article explores the relationship between volatility and liquidity, as there is a change in market capitalisation (cap). Using three regimes of volatility, identified by the threshold vector auto-regression method, the results show that volatility affects liquidity differently for the three volatility regimes during the two periods (crisis and post-crisis) of study. The results show that there is inconsistency in how volatility affects liquidity across the Indian large-, mid- and small-cap indices. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Liquidity |
| Uncontrolled term | volatility |
| Uncontrolled term | India |
| Uncontrolled term | TVAR |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bhaduri, Saumitra N. |
| 9 (RLIN) | 35020 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29445 |
| Host Itemnumber | 77278 |
| Main entry heading | GANGOPADHYAY, SHUBHASIS |
| Place, publisher, and date of publication | NEW DELHI SAGE PUBLICATION PVT. LTD. |
| Other item identifier | 55511089 |
| Title | JOURNAL OF EMERGING MARKET FINANCE |
| International Standard Serial Number | 0972-6527 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 21/11/2019 | ol 18, No 2S/ 55511089JA! | 55511089JA! | 21/11/2019 | 21/11/2019 |