Commonality in liquidity : evidence from the Chinese stock market
The thesis examines the commonality in liquidity on the Chinese stock market from three different aspects. Using a proprietary set of data from China, I confirm that commonality in liquidity is present in China and seems more significant and pervasive than that of similar markets. Its existence is r...
| Main Author: | |
|---|---|
| Published: |
Durham University
2008
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.478876 |