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Dimensions of stock market liquidity: empirical evidence of a frontier market

Title: Dimensions of stock market liquidity: empirical evidence of a frontier market

Title in english:

Wymiary płynności rynku papierów wartościowych: weryfikacja empiryczna na rynku granicznym

Creator:

Pham, Khang Quac

Description:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2020; vol. 64, nr 2, s. 72-80

Abstrakt:

The paper presents a discussion of stock market liquidity in a frontier market after the financial crisis. The paper defines the dimensions of stock market liquidity and indicates possible liquidity measures which could be applied to analyze liquidity on the stock exchange in Vietnam. The empirical result shows the aggregate liquidity, which captures various dimensions of liquidity through eight liquidity measures based on a daily basis during the period from 2011 to 2018. The analysis indicates the characteristics of liquidity in the Vietnamese stock market, and the differences in liquidity among three market capitalization groups: small, medium, and large. It is evident that there are differences in the three sizes of companies, where larger companies are found to have better liquidity

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Date:

Resource Type:

Resource Identifier:

doi:10.15611/pn.2020.2.06 ; oai:dbc.wroc.pl:75900

Language:

Relation:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2020; vol. 64, nr 2

Access Rights:

Dla wszystkich zgodnie z licencją

License:

CC BY-NC-ND 3.0 PL

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Group publication title:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Subject and keywords:

frontier market depth dimension tightness dimension resilience dimension rynek graniczny wymiar głębokości wymiar szczelności wymiar elastyczności

Object collections:

Lower Silesian Digital Library > Participants of the Consortium > 04. Wroclaw University of Economics > Periodicals published by the University Publishing House > Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics

Lower Silesian Digital Library > Resources > 2. Czasopisma > Czasopisma współczesne

Last modified:

Dec 23, 2020

In our library since:

Jul 2, 2020

Number of object content hits:

28

All available object's versions:

https://www.dbc.wroc.pl/publication/144392

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Show description in OAI-PMH format:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Edition name	Date
Dimensions of stock market liquidity: empirical evidence of a frontier market	Dec 23, 2020

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