Market capitalisation, cross-correlations, the lead-lag structure and microstructure effects in the Indian market

Sunil Poshakwale, Michael Theobald

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)385-400
    Number of pages16
    JournalJournal of International Financial Markets, Institutions and Money
    Volume4
    Issue number14
    Publication statusPublished - 1 Jan 2004

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