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Whether Cross-Listing, Stock-speci c and Market-wide Calendar Events impact Intraday Volatility Dynamics? Evidence from the Indian Stock Market using High-frequency Data
(2013-11-25)
Using high-frequency stock price data, we investigate the e ect of various stock-
speci c and market-wide events on intraday volatility dynamics in the Indian market.
Modeling intraday volatility dynamics using FFF ...
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 ...
Does GST in India hurt producing regions? A new estimate of the tax base under GST of select states
(Indian Institute of Management Ahmedabad, 2019)
GST as introduced in India being a destination based tax, does not encourage regions to vigorously promote manufacturing and tradable services industries. Being in the midst of its economic transformation, and given the ...
Impact of the proposed GST on the consumer price index in India
(Indian Institute of Management Ahmedabad, 2018)
Fears that the movement to GST would add to inflation have been unfounded. In this study we ex-ante estimate the impact the movement to GST would have on inflation and show that it would be very marginal at best. The ...