How to Measure Illiquidity on European Emerging Stock Markets?
نویسندگان
چکیده
منابع مشابه
How to Measure Illiquidity on European Emerging Stock Markets?
Background: Liquidity is, in practice of portfolio investment, an important attribute of stocks and measuring illiquidity presents a real challenge for researchers, primarily on developed stock markets. Moreover, there is a lack of research dealing with (il)liquidity on emerging markets. In the paper, the problem of applicability and validity of two well-known illiquidity measures, ILLIQ and TU...
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ژورنال
عنوان ژورنال: Business Systems Research Journal
سال: 2014
ISSN: 1847-9375
DOI: 10.2478/bsrj-2014-0020