Low-dimensional Characterisation of Liquidity of Individual Stocks in the Indian Market
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DOI: 10.1177/0972652713494044
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References listed on IDEAS
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More about this item
Keywords
Liquidity; stock market; factor analysis; National Stock Exchange of India;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
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