Journal article · 2019

The causality between liquidity and volatility in the Polish stock market

Będowska-Sójka, B., Kliber, A.

Finance Research Letters, 30, 110–115

DOI: 10.1016/j.frl.2019.04.008

Research topics: Market liquidity and its measurement

Funding

• NCN OPUS 13, Narodowe Centrum Nauki, grant UMO-2017/25/B/HS4/01546

Cite

@article{frl2019_causality,
  title = {The causality between liquidity and volatility in the Polish stock market},
  author = {Będowska-Sójka, B. and Kliber, A.},
  year = {2019},
  journal = {Finance Research Letters},
  note = {30, 110–115},
  doi = {10.1016/j.frl.2019.04.008}
}