2   Artículos

 
en línea
Emna Rouetbi,Chokri Mamoghli     Pág. 920 - 929
In recent years, researches on microstructure have experienced considerable extensions. A major question that still has no precise answer is about measuring liquidity. Several measures were proposed in the literature in order to assess and understand thi... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Rouetbi Emna,Mamoghli Chokri     Pág. 40 - 53
The present paper introduces an enhanced liquidity adjusted intraday value at risk measure named the LIVaR applied to a sample of listed securities in an emerging market; namely the Tunis Stock Exchange (BVMT). Very specific econometric tools were used t... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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