Kautilya

Browsing by Subject "volatility"

Browsing by Subject "volatility"

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  • The Causal impact of algorithmic trading on market quality 
    Aggarwal, Nidhi; Thomas, Susan (2014-07)
    The causal impact of algorithmic trading on market quality has been difficult to establish due to endogeneity bias. We address this problem by using the introduction of co-location, an exogenous event after which algorithmic ...
  • External shocks 
    Goyal, Ashima (2014-11)
    After the global financial crisis, India was exposed to many external shocks from commodity prices and foreign capital flows. Although capital flow fluctuations were largely due to global risk-on risk-off factors, a widening ...