Share liquidity and market microstructure reform: The case of screen-based trading in Mumbai

Christopher J. Green, Ronny Manos, Victor Murinde, Nathridee Suppakitjarak

Research output: Contribution to journalArticlepeer-review

Abstract

We investigate the impact of the March 1995 move to screen-based trading on the Mumbai Stock Exchange, using separate samples of more liquid (A) and less liquid (B) shares. Following the move, the average cumulative abnormal return for A shares was 4.5%, whereas that for B shares was over 12%; market liquidity and efficiency increased but the effect on volatility was more ambiguous. We identify a significant cross-sectional relationship between the size of cumulative abnormal returns and firm-specific improvements in liquidity, efficiency, and volatility, with differences in the effects of reform on A and B shares.

Original languageEnglish
Pages (from-to)361-395
Number of pages35
JournalAsia-Pacific Journal of Financial Studies
Volume39
Issue number3
DOIs
StatePublished - Jun 2010
Externally publishedYes

Keywords

  • Market microstructure
  • Mumbai stock exchange

ASJC Scopus subject areas

  • Finance

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