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Applied Economics Letters Volume 9, 2002 - Issue 8
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Original Articles

Price discovery at the beginning of a trading day: an error correction model for the Indian capital market

Kaushik Bhattacharya
&
Samarjit Das
Pages 529-535 | Published online: 06 Oct 2010

Citations (4)

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Read on this site (1)

Kyoungsu Kim & Seok Lim. (2019) Price discovery and volatility spillover in spot and futures markets: evidences from steel-related commodities in China. Applied Economics Letters 26:5, pages 351-357.
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Articles from other publishers (3)

Manogna R L & Aswini Kumar Mishra. (2020) Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India. Journal of Agribusiness in Developing and Emerging Economies 10:4, pages 447-473.
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Emily Lok & Petko S. Kalev. (2006) The intraday price behaviour of Australian and New Zealand cross-listed stocks. International Review of Financial Analysis 15:4-5, pages 377-397.
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Sujoy Kumar Dhar. (2016) Comparative Analysis of Tata Steel and Tata Coffee on the Basis of Their Capital Market Performances. SSRN Electronic Journal.
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