High-frequency characterisation of Indian banking stocks

Sayeed, Mohammad Abu, Dungey, Mardi and Yao, Wenying 2018, High-frequency characterisation of Indian banking stocks, Journal of Emerging Market Finance, vol. 17, no. 2 supplement, pp. S213-S238, doi: 10.1177/0972652718777081.

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Title High-frequency characterisation of Indian banking stocks
Author(s) Sayeed, Mohammad Abu
Dungey, Mardi
Yao, WenyingORCID iD for Yao, Wenying orcid.org/0000-0001-6368-0160
Journal name Journal of Emerging Market Finance
Volume number 17
Issue number 2 supplement
Start page S213
End page S238
Total pages 26
Publisher Sage
Place of publication London, Eng.
Publication date 2018-06-01
ISSN 0972-6527
0973-0710
Keyword(s) C58
G21
G28
CAPM
jump
high frequency
India
Language eng
DOI 10.1177/0972652718777081
Field of Research 150202 Financial Econometrics
150299 Banking, Finance and Investment not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2018, Institute for Financial Management and Research
Persistent URL http://hdl.handle.net/10536/DRO/DU:30111450

Document type: Journal Article
Collections: Faculty of Business and Law
Deakin Business School
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