Intra-market commonality in liquidity: new evidence from the Polish stock exchange
Research background: Empirical market microstructure research has recently shifted its focus from the examination of liquidity of individual securities towards analyses of the common determinants and components of liquidity. The identification of commonality in liquidity emerged as a new and fast gr...
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| Format: | Article |
| Language: | English |
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Institute of Economic Research
2019-06-01
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| Series: | Equilibrium. Quarterly Journal of Economics and Economic Policy |
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| Online Access: | http://economic-research.pl/Journals/index.php/eq/article/view/1594 |