Impact of the transition to continous trading on emerging financial market's liquidity : Case study of the West Africa Regional Exchange Market (BRVM)
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Cited by:
- Eric Martial Etoundi Atenga & Mbodja Mougoué, 2021. "Return and volatility spillovers to African equity markets and their determinants," Empirical Economics, Springer, vol. 61(2), pages 883-918, August.
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More about this item
Keywords
Financial market liquidity; liquidity indicators; instrumental variables; BRVM;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- D47 - Microeconomics - - Market Structure, Pricing, and Design - - - Market Design
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