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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/7819
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dc.contributor.authorA. Kotishwar-
dc.date.accessioned2024-02-27T06:21:54Z-
dc.date.available2024-02-27T06:21:54Z-
dc.date.issued2020-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/7819-
dc.description.abstractThe study focused on the high-frequency trading impact on the stock market. The study considered the 1 minute, 5 minutes, 10 minutes, 15 minutes, 30 minutes, and 1 hour time periods. The study consider ecf the historical time-series data from NSE India for the period of three months, that is, April - June 2019. The ARCH method was applied with the GARCH, and the results indicated that the Nifty volatility had a significant impact on the Bank Nifty volatility. The ordinary least square method results Indicated that the Nifty 1 minute had a greater effect than the other time periods on the Bank Nifty.-
dc.publisherIndian Journal of Finance-
dc.titleImpact of High Frequency Trading on Equity Market with Reference to NSE India-
dc.volVol 14-
dc.issuedNo 1-
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