Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches

The aim of this paper is to examine the explanatory power of realized volatility on the illiquidity in Saudi stock market during the COVID-19 outbreak. To achieve this objective, we consider the Wavelet Coherence approaches as empirical tools to investigate the combined effect of realized volatility...

Descripción completa

Detalles Bibliográficos
Autores principales: Tissaoui, Kais, Hkiri, Besma, Talbi, Mariem, Alghassab, Waleed, Alfreahat, Khaled Issa
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760374/
http://dx.doi.org/10.1016/j.najef.2021.101521

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760374/
http://dx.doi.org/10.1016/j.najef.2021.101521

Ejemplares similares