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Issue Date
Title
Author(s)
2020
Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market
Banerjee, Ashok
;
Banerjee, Anirban
2012
Liquidity Premium in the Indian Corporate Bond Market
Seth, Rama
;
Dey, Malay
;
Narayanan, Sethunarayanan
2021-12
Term structure estimation with liquidity-adjusted Affine Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
;
Virmani, Vineet
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Author
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Banerjee, Anirban
1
Banerjee, Ashok
1
Dey, Malay
1
Kumar, Sudarshan
1
Narayanan, Sethunarayanan
1
Seth, Rama
1
Virmani, Vineet
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Algorithmic trading
1
Bond Rating
1
Contract size
1
Indian Government bond
1
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1
Non-linear state-space
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2012
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