Leverage Effect and Switching of Market Efficiency Post Goods and Services Tax (GST) Imposition
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More about this item
Keywords
Efficient Market Hypothesis (EMH); Financial Transaction Taxes (FTT); Goods and Services Tax (GST); leverage effect; market efficiency; GJR-GARCH; Switching Generalized Autoregressive Conditional Heteroscedasticity (SGARCH);All these keywords.
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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