Comparison of Monthly Stock Liquidity Measures for WSE-Listed Companies Based on Low-Frequency Data
The purpose of this article is to examine the relationship between liquidity measures based on publicly available low-frequency data such as four prices: highest, lowest, opening and closing, as well as trading volume. Liquidity measures that are widely used in the literature have been determined...
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| Format: | Article |
| Language: | English |
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Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego
2017-04-01
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| Series: | Problemy Zarządzania |
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| Online Access: | https://pz.wz.uw.edu.pl/resources/html/article/details?id=169678 |