How effective are stock market reforms in emerging market economies? Evidence from a panel VAR model of the Indian stock market

Bhaumik, S. orcid.org/0000-0002-4459-3659, Chakrabarty, M., Kutan, A. et al. (1 more author) (2021) How effective are stock market reforms in emerging market economies? Evidence from a panel VAR model of the Indian stock market. Journal of Quantitative Economics, 19 (4). pp. 795-818. ISSN 0971-1554

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © The Author(s), under exclusive licence to The Indian Econometric Society 2021. This is an author-produced version of a paper subsequently published in Journal of Quantitative Economics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Stock market reforms; Trading cost; Trading volume; Panel VAR; Emerging market
Dates:
  • Accepted: 5 October 2021
  • Published (online): 5 November 2021
  • Published: December 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Funding Information:
FunderGrant number
UK-INDIA EDUCATION AND RESEARCH INITIATIVEnan
Depositing User: Symplectic Sheffield
Date Deposited: 14 Oct 2021 14:55
Last Modified: 15 Mar 2022 14:41
Status: Published
Publisher: Springer Nature
Refereed: Yes
Identification Number: https://doi.org/10.1007/s40953-021-00253-z

Download

Accepted Version


Embargoed until: 5 November 2022

Filename: SumonBhaumiketal_JQECaccepted_Oct2021.pdf

Request a copy

file not available

Share / Export

Statistics