Aggregate liquidity for Malaysian stock market : new indicators and time series properties
Year of publication: |
December 2016
|
---|---|
Authors: | Liew, Ping-Xin ; Lim, Kian-Ping ; Goh, Kim-leng |
Published in: |
International journal of economics and management. - Selangor, Malaysia : UPM Press, ISSN 1823-836X, ZDB-ID 2921616-3. - Vol. 10.2016, 2, p. 297-319
|
Subject: | Aggregate liquidity | Malaysian stock market | Seasonality | Structural Break | Trend | Malaysia | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Strukturbruch | Structural break | Liquidität | Liquidity | Aggregation | Börsenkurs | Share price |
-
Foreign equity flows : boon or bane to the liquidity of Malaysian stock market?
Liew, Ping-Xin, (2018)
-
The random-walk hypothesis on the Indian stock market
Mishra, Ankita, (2015)
-
Structural breaks and testing for the random walk hypothesis in international stock prices
Chancharat, Surachai, (2007)
- More ...
-
Does proprietary day trading provide liquidity at a cost to investors?
Liew, Ping-Xin, (2020)
-
Foreign equity flows : boon or bane to the liquidity of Malaysian stock market?
Liew, Ping-Xin, (2018)
-
The dynamics and determinants of liquidity connectedness across financial asset markets
Liew, Ping-Xin, (2022)
- More ...