Sökning: onr:"swepub:oai:DiVA.org:vxu-1769" > (Il)liquidity on th...
Fältnamn | Indikatorer | Metadata |
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000 | 02159nam a2200361 4500 | |
001 | oai:DiVA.org:vxu-1769 | |
003 | SwePub | |
008 | 071218s2007 | |||||||||||000 ||eng| | |
024 | 7 | a https://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-17692 URI |
040 | a (SwePub)lnu | |
041 | a engb eng | |
042 | 9 SwePub | |
072 | 7 | a vet2 swepub-contenttype |
072 | 7 | a lic2 swepub-publicationtype |
100 | 1 | a Söderberg, Jonas,d 1975-u Växjö universitet,Ekonomihögskolan, EHV4 aut0 (Swepub:lnu)jsoehv |
245 | 1 0 | a (Il)liquidity on the Scandinavian Stock Exchange |
264 | 1 | a Växjö :b Ekonomihögskolan, Växjö Universitet,c 2007 |
300 | a 60 s. | |
338 | a print2 rdacarrier | |
520 | a The time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with an (il)liquidity index, based on the measures in Amihud (2002) and Lesmond, Ogden and Trzcinka (1999). The relationships between return, volatility, trading activity, and liquidity are examined in a VAR framework within these purely order-driven stock exchanges. In comparison to previous studies on the market structure in U.S stock exchanges, our results indicate that liquidity is more dependent on trading activity in the Scandinavian purely order-driven markets. Further, the linkage between the stock exchanges in terms of liquidity is explored. We document evidence of liquidity spilloverbetween the Scandinavian stock exchanges. | |
650 | 7 | a SAMHÄLLSVETENSKAPx Ekonomi och näringslivx Nationalekonomi0 (SwePub)502012 hsv//swe |
650 | 7 | a SOCIAL SCIENCESx Economics and Businessx Economics0 (SwePub)502012 hsv//eng |
653 | a Finance | |
653 | a Liquidity | |
653 | a Order-driven stock exchanges | |
653 | a Economics | |
653 | a Nationalekonomi | |
653 | a Economics | |
653 | a Nationalekonomi | |
700 | 1 | a Shukur, Ghazi,c Professoru Växjö universitet,Ekonomihögskolan, EHV4 ths |
700 | 1 | a Bechmann, Ken,c Professoru Copenhagen Business School4 opn |
710 | 2 | a Växjö universitetb Ekonomihögskolan, EHV4 org |
856 | 4 8 | u https://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1769 |
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