Mansi Gupta

Guru Gobind Singh Indraprastha (GGSIP) University

Sector 16 C, Kashmere Gate

Dwarka

Delhi, DE 110006

India

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Scholarly Papers (1)

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Does the Pre-Open Auction Market Improve Efficiency of Price Discovery in Stock Markets? Evidence from India

Indian Journal of Finance, Volume 9, Issue 11, 2015
Posted: 14 Nov 2015
Gagan Deep Sharma and Mansi Gupta
Guru Gobind Singh Indraprastha (GGSIP) University and Guru Gobind Singh Indraprastha (GGSIP) University

Abstract:

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efficiency of price discovery, pre-open call auction, one-way ANOVA, augmented Dickey-Fuller unit-root test, ARCH-GARCH