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مجموعه آموزشی جامع فارکس

بایگانی‌ها Stock And Bond - مرجع آموزش بازار بورس و فارکس

An Empirical tahlil Of Stock And Bond Market Liquidity

This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid-ask spreads and depth), returns, volatility, and order flow in the stock and bond markets. We find that a […]

تاریخ : مارس 20th, 1501