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Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market

Sunil Poshakwale and Michael Theobald

Journal of International Financial Markets, Institutions and Money, 2004, vol. 14, issue 4, 385-400

Date: 2004
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Journal of International Financial Markets, Institutions and Money is currently edited by I. Mathur and C. J. Neely

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