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This study empirically investigates the low-frequency liquidity proxies that best measure liquidity in emerging markets … comparing various low-frequency liquidity proxies with high-frequency spread measures and price impact measures. We find that …
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This study examines long term and short term inter-linkage between liquidity dimensions and equity returns in oil and … gas sector of an emerging stock market for the time period 2009-2015.Conventional liquidity ratio and Amihud ratio are … liquidity. The depth of market is measured through volume and turnover rate. Pedroni cointegration, Granger causality and vector …
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Liquidity has long been a great interest to investment professionals as well as academic researchers. The estimation of …
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