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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Format: | Thesis |
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2013
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Online Access: | http://studentsrepo.um.edu.my/5557/1/final_thesis_2013.pdf http://studentsrepo.um.edu.my/5557/ |
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