Foreign equity flows and stock market liquidity in Kenya

Foreign equity flows and stock market liquidity in Kenya

In this paper, we explore the dynamic relationship between aggregate foreign equity inflows and aggregate liquidity of the Kenyan stock market using transactional foreign trading data and several liquidity measures. We employ vector autoregression with monthly gross foreign inflows, local stock mark...

Full description

Bibliographic Details
Main Authors: Rogers Ondiba Ochenge, Rose Ngugi, Peter Muriu
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Cogent Economics & Finance
Subjects:
foreign equity inflows
stock market liquidity
vector autoregression
Online Access:http://dx.doi.org/10.1080/23322039.2020.1781503

Similar Items

Similar Items