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Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market

✍ Scribed by Christos I. Giannikos; Eleni Gousgounis

Book ID
109178386
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
650 KB
Volume
47
Category
Article
ISSN
0732-8516

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Impact of Liquidity on the Futures-Cash
Impact of Liquidity on the Futures-Cash Basis: Evidence from the Indian Market
✍ PALANI-RAJAN KADAPAKKAM; UMESH KUMAR πŸ“‚ Article πŸ“… 2012 πŸ› John Wiley and Sons 🌐 English βš– 797 KB

Arbitragers’ activities are constrained by market liquidity. In turn, arbitrage activity may trigger order imbalances adversely affecting liquidity. We examine this issue by analyzing the link between the futures‐cash basis and bid–ask spreads using intraday data on single stock futures (SSFs) contr