Liquidity Dynamics of Indian Stock Market in Financial Shocks: Extreme Value Theory

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
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"Liquidity Dynamics of Indian Stock Market in Financial Shocks: Extreme Value Theory"
written by Sumit Kumar Jha, Mousumi Bhattacharya, Sharad Nath Bhattacharya,
published by Theoretical Economics Letters, Vol.8 No.14, 2018

has been cited by the following article(s):

[1]	Estimating the cost of equity for the regulated energy and infrastructure sectors in India
	Utilities Policy, 2022

[2]	Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China
	Complexity, 2022

[3]	Liquidity in Indian Stock Market: An Empirical Study
	2022

[4]	Measuring liquidity in Indian stock market: A dimensional perspective
	2020

[1]	Estimating the cost of equity for the regulated energy and infrastructure sectors in India Utilities Policy, 2022 DOI:10.1016/j.jup.2021.101327

[2]	Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China Complexity, 2022 DOI:10.1155/2022/4710234

[3]	Estimating the cost of equity for the regulated energy and infrastructure sectors in India Utilities Policy, 2022 DOI:10.1016/j.jup.2021.101327

[4]	Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China Complexity, 2022 DOI:10.1155/2022/4710234

[5]	Measuring liquidity in Indian stock market: A dimensional perspective PLOS ONE, 2020 DOI:10.1371/journal.pone.0238718

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