Olbryś, Joanna; Majewska, Elżbieta - In: Journal of risk and financial management : JRFM 13 (2020) 12/328, pp. 1-13
The studies concerning commonality in liquidity on emerging markets in Central and Eastern Europe are scarce and, in … main aim of this research is to assess commonality in liquidity on the Warsaw Stock Exchange (WSE) with the use of the PCA … homogenous for all investigated periods so no reason has been found to reject the research hypothesis that commonality in …