Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Size effect in market-wide liquidity commonality: Evidence from the indian stock market Subject The topic of the resource Commonality in liquidity; Liquidity; Liquidity measures; NIFTY 50 Description An account of the resource Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in market microstructure. Analyzing and identifying such commonality will enable the investor and policy maker to discover evidence regarding the inventory risks and asymmetric information influencing individual securities' liquidity. Thus, this study aims at documenting the liquidity commonality and measuring its extent in the Indian stock market. Employing fourteen liquidity measures attributed to the cost, quantity, time, and multidimensional aspects of liquidity, it empirically proves the existence of co-movements among market-wide liquidity and the individual securities' liquidity. The study also shows the presence of a size effect in liquidity commonality in Indian stock market. It is found that the slope coefficient indicating the interface between market-wide liquidity and individual securities' liquidity generally increases with size. Copyright 2019 Namitha K. Cheriyan, Daniel Lazar. Creator An entity primarily responsible for making the resource Cheriyan N.K.; Lazar D. Source A related resource from which the described resource is derived Organizations and Markets in Emerging Economies, Vol-10, No. 2, pp. 335-355. Publisher An entity responsible for making the resource available Vilnius University Date A point or period of time associated with an event in the lifecycle of the resource 2019-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.15388/omee.2019.10.17" target="_blank" rel="noreferrer noopener">https://doi.org/10.15388/omee.2019.10.17</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85079372482&amp;doi=10.15388%2Fomee.2019.10.17&amp;partnerID=40&amp;md5=c0454970e5903f7abb38e0658d457a5d" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85079372482&amp;doi=10.15388%2fomee.2019.10.17&amp;partnerID=40&amp;md5=c0454970e5903f7abb38e0658d457a5d</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 20294581 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Cheriyan N.K., Department of Commerce, CHRIST (Deemed to be University), Bangalore, India; Lazar D., Department of Commerce, Pondicherry University, India