|
|
|
|
|
Vinicius Girardi da Silveira,Kelmara Mendes Vieira,Marcelo Brutti Righi
Pág. 157 - 177
This study aimed to employ the Times Series Factor Analysis (TSFA) to measure liquidity in stock markets. Based on this model, was used daily data of stocks traded on BM&FBOVESPA of five liquidity proxies for exemplifying the factorial construction. How ...
ver más
|
|
|
|
|