000			01179nam a2200205 4500
999			_c52890 _d52890
003			OSt
005			20191121145938.0
008			191121b ||||| |||| 00| 0 eng d
100			_aKulshrestha,, Kriti _935019
245			_aThe Joint Dynamics of Liquidity and Volatility Across Small- and Large- index Indian Funds
300			_a167S-182 S
520			_aThe 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			_aLiquidity
653			_avolatility
653			_aIndia
653			_aTVAR
700			_aBhaduri, Saumitra N. _935020
773	0		_029445 _977278 _aGANGOPADHYAY, SHUBHASIS _dNEW DELHI SAGE PUBLICATION PVT. LTD. _o55511089 _tJOURNAL OF EMERGING MARKET FINANCE _x0972-6527
942			_2ddc _cJA-ARTICLE