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Market Liquidity as Dynamic Factors

Market liquidity as dynamic factors
Authors: Hallin, Marc; Mathias, Charles; Pirotte, Hugues; Veredas, David;

Market Liquidity as Dynamic Factors

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Belgium
Keywords

Models with Panel Data [Multiple or Simultaneous Equation Models], Factor models, C51, General (includes Measurement and Data) [General Financial Markets], block structure, Model Construction and Estimation, G10, Applications of statistics to economics, C33, Block structure, equities, liquidity, Multiple or Simultaneous Equation Models: Models with Panel Data, Equities, Factor analysis and principal components; correspondence analysis, Mathématiques, Commonality, factor models, Liquidity, Economie, Econométrie et méthodes statistiques :théorie et applications, commonality, General Financial Markets: General (includes Measurement and Data), Philosophie des sciences

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    20
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
20
Top 10%
Top 10%
Average
Green