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 … particular, they do not utilize the Principal Component Analysis (PCA) to identify latent factors in liquidity. Therefore, the … main aim of this research is to assess commonality in liquidity on the Warsaw Stock Exchange (WSE) with the use of the PCA …