Systematic liquidity: commonality and inter-temporal variation in the Portuguese stock market
The aim of this paper is to study systematic liquidity at the Euronext Lisbon Stock Exchange. The motivation for this research is provided by the growing interest in financial literature about stock liquidity and the implications of commonality in liquidity for asset pricing since it could represent...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad del País Vasco (UPV/EHU)
2015-10-01
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| Series: | Management Letters/Cuadernos de Gestión |
| Subjects: | |
| Online Access: | http://www.ehu.eus/cuadernosdegestion/revista/index.php/en/numeros?a=da&y=2015&v=15&n=2&o=2 |