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Applied Economics Letters Volume 27, 2020 - Issue 18
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Research Article

Does electronic trading influence stock prices? The Indian experience

Vinodh Madhavana Amrut Mody School of Management, Ahmedabad University, Ahmedabad, IndiaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-2542-6089
ORCID Icon,
Ishita Mukhopadhyayb Department of Economics, University of Calcutta, Kolkata, India
&
Partha Rayc Economics Group, Indian Institute of Management Calcutta, Kolkata, IndiaORCID Iconhttps://orcid.org/0000-0002-9600-5484
ORCID Icon
Pages 1459-1462 | Published online: 11 Nov 2019

References

  • Ahluwalia, M. S. 2002. “Economic Reforms in India since 1991: Has Gradualism Worked.” Journal of Economic Perspectives 16 (3): 67–88.
  • Assaf, A. 2005. “Automation, Stock Market Volatility and Risk-return Relationship: Evidence from CATS.” Investment Management and Financial Innovations 3: 136–145.
  • Jain, P. 2005. “Financial Market Design and the Equity Premium: Electronic versus Floor Trading.” Journal of Finance 60 (3): 2955–2985. doi:10.1111/j.1540-6261.2005.00822.x.
  • Lim, K. P. 2009. “Efficiency Tests of the UK Financial Futures Markets and the Impact of Electronic Trading Systems: A Note on Relative Market Efficiency.” Applied Economics Letters 16 (11): 1129–1132. doi:10.1080/13504850701335350.
  • Madhavan, V., and P. Ray. 2018. “Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective.” Journal of Quantitative Economics 16 (1): 13–35. doi:10.1007/s40953-017-0076-5.
  • Massimb, M. N., and B. D. Phelps. 1994. “Electronic Trading, Market Structure and Liquidity.” Financial Analysts Journal 50 (1): 39–50. doi:10.2469/faj.v50.n1.39.
  • Mitchell, A. D. 2001. “Towards Compatibility: The Future of Electronic Commerce within the Global Trading System.” Journal of International Economic Law 4: 683–723. doi:10.1093/jiel/4.4.683.
  • Naidu, G., and M. Rozeff. 1994. “Volume, Volatility, Liquidity, and Efficiency of the Singapore Stock Exchange before and after Automation.” Pacific Basin Finance Journal 2 (1): 23–42. doi:10.1016/0927-538X(94)90027-2.

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