Söderberg, Jonas - Centrum för arbetsmarknadspolitisk forkskning (CAFO), … - 2008
In this paper, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June … 2005 are studied with liquidity indices. We observe that on all Scandinavian stock exchanges, liquidity has increased … liquidity is more dependent on trading activity in the Scandinavian order-driven markets. Finally, the linkage between these …