Exploring Commonality in Liquidity and Volatility Risk Pricing in Indian Stock Markets.
Neha BansalSakshi BansalPankaj Kumar GuptaPublished in: ICoMS (2023)
Keyphrases
- financial markets
- stock market
- portfolio optimization
- risk management
- early warning
- stock price
- investment strategies
- market data
- stock index
- stock returns
- portfolio selection
- stock index futures
- short term
- financial time series
- stock exchange
- portfolio management
- garch model
- technical indicators
- trading rules
- financial data
- chinese stock market
- financial crisis
- trading strategies
- investment decisions
- stock data
- stock trading
- long term
- financial information
- stock market data
- decision making
- trading systems
- project management
- software agents
- electronic commerce
- financial news