Macroeconomic Policies and Stock Market Liquidity: Evidence from Nigeria
نویسندگان
چکیده
منابع مشابه
Changes in Macroeconomic Policies and Volatility of Chinese Stock Market
Based on a comprehensive investigation on Chinese Stock Market and macroeconomic policies, analyzing samples of the SSE Composite Index and relevant monetary and fiscal policies during the period from January 2000 to June 2008, this paper uses GARCH-type models and EVIEWS5.1 software to study effects of changes in macroeconomic policy on conditional volatility of Chinese Stock Market and analyz...
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Article history: Received 16 May 2009 Accepted 29 July 2010 Available online 6 August 2010 The Chinese stock market is an order-driven market and hence its characteristics are structurally different from quote-driven markets. There are no studies that consider the role of the market liquidity risk factor in determining cross-sectional stock returns in a model including financial market anomalie...
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ژورنال
عنوان ژورنال: Economy
سال: 2020
ISSN: 2518-0118,2313-8181
DOI: 10.20448/journal.502.2020.71.25.35