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  • Comparative Economic Research. Central and Eastern Europe
  • Comparative Economic Research. Central and Eastern Europe Volume 23 (2020), No. 3
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  • Czasopisma naukowe | Scientific Journals
  • Comparative Economic Research. Central and Eastern Europe
  • Comparative Economic Research. Central and Eastern Europe Volume 23 (2020), No. 3
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AuthorOlbryś, Joanna (1)SubjectCentral and Eastern Europe (1)
commonality in liquidity (1)
daily data (1)dane dzienne (1)Europa Środkowo-Wschodnia (1)GARCH (1)HAC (1)OLS-HAC (1)ruchome okno czasowe (1)time rolling-window (1)... View MoreDate Issued2020 (1)Has File(s)Yes (1)

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No Commonality in Liquidity on Small Emerging Markets? Evidence from the Central and Eastern European Stock Exchanges 

Olbryś, Joanna (Wydawnictwo Uniwersytetu Łódzkiego, 2020-09-21)
The goal of this comparative research is to investigate intra-market commonality in liquidity on six small emerging Central and Eastern European (CEE) stock exchanges – in the Czech Republic, Hungary, Slovakia, Lithuania, ...

University of Lodz Repository

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University of Lodz Repository

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