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en línea
Mohammad Tayeh     Pág. 1344 - 1353
We offer hitherto unpublished evidence of the impact of different trading systems on commonality in liquidity from an emerging market i.e. The Amman Stock Exchange. We argue that the degree of responsiveness of individual stock's liquidity to changes in ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Fernanda Gomes Victor,Marcelo Scherer Perlin,Mauro Mastella     Pág. 375 - 398
The objective of this work is to study the intraday dynamics of liquidity in the Brazilian stock exchange from the perspective of co-movements (or commonalities). In the study we argue that this common factor in the liquidity of the stocks is affected by... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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