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COVID-19 pandemic and liquidity commonality

This paper shows how the US, UK, Germany and China are financially connected through their stock market liquidity in the COVID-19 pandemic. Using high frequency data on transaction costs, we identify a decrease in stock market liquidity and an increase in liquidity commonality amongst these countrie...

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Detalles Bibliográficos
Autores principales:	Suardi, Sandy, Xu, Caihong, Zhou, Z. Ivy
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier B.V. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9076581/ http://dx.doi.org/10.1016/j.intfin.2022.101572

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