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

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Item Type: Article
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© 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:
  • Published: December 2021
  • Published (online): 5 November 2021
  • Accepted: 5 October 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Management School (Sheffield)
Funding Information:
Funder
Grant number
UK-INDIA EDUCATION AND RESEARCH INITIATIVE
nan
Depositing User: Symplectic Sheffield
Date Deposited: 14 Oct 2021 14:55
Last Modified: 05 Nov 2022 01:13
Status: Published
Publisher: Springer Nature
Refereed: Yes
Identification Number: 10.1007/s40953-021-00253-z
Open Archives Initiative ID (OAI ID):

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