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Impact of the Introduction of Call Auction on price discovery: Evidence from the Indian Stock Market Using High-Frequency Data
(2010)
Call markets are claimed to aggregate information and facilitate price discovery
where continuous markets may fail. Its advantage, however, comes at the cost of imme-
diacy. Possibly due to faulty design or due to \thick ...
Lender moral hazard in state-owned banks: evidence from an emerging economy
(Indian Institute of Management Ahmedabad, 2018-07-04)
We examine the credit risk-choices of the public sector banks (PSBs) in India with a novel dataset that is able to trace the borrowers to their banks. We determine the likelihood of the ownership type of the lender bank ...
Impact of the introduction of call auction on price discovery: evidence from the Indian stock market using high-frequency data
(Elsevier, 2015)
Call markets are claimed to aggregate information and facilitate price discovery where continuous markets may fail. The impact of the introduction of call auction has not been found uniformly beneficial, possibly due to ...