Skjeltorp, Johannes A.; Ødegaard, Bernt Arne - Universitetet <Stavanger> / School of Business … - 2009
We investigate the information content of aggregate stock market liquidity and askwhether it may be a useful realtime indicator, both for nancial stress, and real economicactivity in Norway. We describe the development in a set of liquidity proxies at the OsloStock Exchange (OSE) for the period...