Determinants of stock market liquidity – a macroeconomic perspective

IF 1.1 Q3 ECONOMICS

Macroeconomics and Finance in Emerging Market Economies Pub Date : 2021-09-27 DOI:10.1080/17520843.2021.1983705

P. Naik, Y. Reddy

引用次数: 1

Abstract

This study examines the impact of macroeconomic indicators on the liquidity of the Indian stock market by using the Granger Causality, Vector Auto-Regressive Model, and Impulse Response Functions. ...

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股票市场流动性的决定因素——宏观经济视角

本研究采用格兰杰因果关系、向量自回归模型和脉冲响应函数. ...来检验宏观经济指标对印度股市流动性的影响

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Macroeconomics and Finance in Emerging Market Economies ECONOMICS-

CiteScore

2.40

自引率

7.70%

发文量