Stock Market Liquidity Commonality and its Determinants / Mohammed H M Abuzaid

This study investigates the existence of commonality in the liquidity of an emerging stock market that applies an order-driven trading system. Moreover, this study explores the dynamic relationship between macroeconomic variables and stock market liquidity. In addition, it examines the relation bet...

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Bibliographic Details
Main Author: Abuzaid, Mohammed H.M.
Format: Thesis
Published: 2013
Subjects:
Online Access:http://studentsrepo.um.edu.my/5557/1/final_thesis_2013.pdf
http://studentsrepo.um.edu.my/5557/
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