Tirthankar Patnaik Indira Gandhi Institute of Development Research   Gen. A. K. Vaidya Marg Mumbai, Maharashtra 400 065 India   tir@igidr.ac.in   http://www.igidr.ac.in/~tir       Primary Research Focus: Intraday Analysis of Financial Markets, High-frequency Data Analysis   JEL Areas: G1 : General Financial Markets: General (includes Measurement and Data) C5 : Econometric Modeling: General