Liquidity Premium at National Stock Exchange of India

This study endeavours to investigate the existence of liquidity premium at National Stock Exchange of India, with a shample of Nifty 500 stocks for a period ranging from 1st April 2000 to 31st March 2018, by employing four different phroxies of liquidity i.e. Trading volume, Turnover rate, Relative Spread and Amihud Illiquidity Ratio. The empirical Read More …