Conditional stock liquidity premium: is Warsaw stock exchange different?
نویسندگان
چکیده
منابع مشابه
Comparative study on Warsaw Stock Exchange and Vienna Stock Exchange
A very important research topic is describing the way in which different asset price movements are correlated. Modern portfolio theory methods are based on observed correlations between returns at daily or larger time scales. One expects that coarse scale correlations originate from intraday movements that are strongly correlated. This implies the important question of how to obtain better esti...
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ژورنال
عنوان ژورنال: Studies in Economics and Finance
سال: 2021
ISSN: 1086-7376,1086-7376
DOI: 10.1108/sef-03-2020-0075