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Home»Articles»A Study on Impact of Liquidity on Returns of Four Government Bonds in the Context of Indian Bond Market

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Asian Review of Social Sciences (ARSS)

Editor Dr. Lakshmi Narayanan
Print ISSN : 2249 – 6319
Frequency : Quarterly

A Study on Impact of Liquidity on Returns of Four Government Bonds in the Context of Indian Bond Market

Author : Hima Vincent
Volume 8 No.1 Special Issue:February 2019 pp 71-74

Abstract

A well-developed capital market consists of equity and bond market. A sound bond market with a significant role played by the Government bond market segment is considered to be important for an efficient capital market and raising for developmental ventures. Bonds are issued and sold to the public for funds. Bonds are interest bearing debt certificates. This study is conducted in order to analyze the impact of liquidity on return of government securities in the context of Indian bond market.

Keywords

Bond Market, Bond, Bond Yield, Liquidity Amihud Mendelson Model, Linear Regression.

Full Text:

References

[1] Akram, N. (2014). The Effect of Liquidity on Stock Returns: An Evidence From Pakistan. IOSR Journal of Business and Management.
[2] Alonso, F. (2006). Estimating liquidity premia in the Spanish government securities market. The European Journal of Finance.
[3] Dharman , A. (2017). Financil Management. ISRO, 5(8), 12.
[4] Dufour, A. (2011). Permanent trading impacts and bond yields. The European Journal of Finance.
[5] Gregoriou, A. (2011). The liquidity effects of revisions to the CAC40 stock index. Applied Financial Economics.
[6] Mahapatra, D. S. (2016). investor’s attitude towards post office deposit schemes.
[7] Mahdi Salehi, G. T. (2011). A Study of the Relationship Between Liquidity and Stock Returns of Companies Listed in Tehran Stock Exchange. World Applied Sciences .
[8] Pynnonen, S. (2010). Expectations and Liquidity in Yen Bond Markets. Journal of the Asia Pacific Economy.
[9] Seth, R. (2010). A Study on Yield Spreads and Liquidity Measures in the Indian Bond Market. Calcutta: Indian Institute Of Management .
[10] Westerholm, J. (2002). The Relationship Between Liquidity, Trading Activity and Return – Studies of the Finnish and Swedish Stock Markets. Econ

Asian Review of Social Sciences (ARSS) is a quarterly international peer-reviewed journal of Social Sciences. One of the objectives of this journal is to disseminate knowledge on various research issues connected with the topics include, but are not limited to:

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A well-developed capital market consists of equity and bond market. A sound bond market with a significant role played by the Government bond market segment is considered to be important for an efficient capital market and raising for developmental ventures. Bonds are issued and sold to the public for funds. Bonds are interest bearing debt certificates. This study is conducted in order to analyze the impact of liquidity on return of government securities in the context of Indian bond market.

Editor-in-Chief
Dr. Lakshmi Narayanan
Department of Social Sciences, College of Arts and Applied Sciences, Dhofar University, Oman
[email protected]
Editorial Advisory Board
Dr. Mashitah Binti Hamidi
Department of Social Administration and Justice, University of Malaya, Malaysia
[email protected]
Dr. Jillian Ooi Lean Sim
Department of Geography, University of Malaya, Malaysia
[email protected]
Dr. Haris Bin Abd Wahab
Department of Social Administration and Justice, University of Malaya, Malaysia
[email protected]
Dr. Mohana Dass Ramasamy
Department of Indian Studies, University of Malaya, Malaysia
[email protected]
Dr. Ma Tin Cho Mar @ Noorjahan Bi Bi
Department of South East Asian Studies, University of Malaya, Malaysia
[email protected]
Dr. Asbah Binti Razali
Department of Anthropology and Sociology, University of Malaya, Malaysia
[email protected]
Dr. Azharudin Bin Mohamed Dali
Department of History, University of Malaya, Malaysia
[email protected]
Dr. Hasmah Binti Zanuddin
Department of Media Studies, University of Malaya, Malaysia
[email protected]

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    Editorial Note

    Editorial Dr. Lakshmi Narayanan

    Editor-in-Chief
    Dr. Lakshmi Narayanan
    Department of Social Sciences, College of Arts and Applied Sciences, Dhofar University, Oman
    [email protected]
    Editorial Advisory Board
    Dr. Mashitah Binti Hamidi
    Department of Social Administration and Justice, University of Malaya, Malaysia
    [email protected]
    Dr. Jillian Ooi Lean Sim
    Department of Geography, University of Malaya, Malaysia
    [email protected]
    Dr. Haris Bin Abd Wahab
    Department of Social Administration and Justice, University of Malaya, Malaysia
    [email protected]
    Dr. Mohana Dass Ramasamy
    Department of Indian Studies, University of Malaya, Malaysia
    [email protected]
    Dr. Ma Tin Cho Mar @ Noorjahan Bi Bi
    Department of South East Asian Studies, University of Malaya, Malaysia
    [email protected]
    Dr. Asbah Binti Razali
    Department of Anthropology and Sociology, University of Malaya, Malaysia
    [email protected]
    Dr. Azharudin Bin Mohamed Dali
    Department of History, University of Malaya, Malaysia
    [email protected]
    Dr. Hasmah Binti Zanuddin
    Department of Media Studies, University of Malaya, Malaysia
    [email protected]

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