EN
Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange
Abstract
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 this concept. This diversity of measures emanates from the main feature of liquidity which is multidimensionality. However, measuring liquidity constitutes the starting point for every research in this area. Indeed, the purpose of the present paper is to revisit the most complete measure of the intraday liquidity i.e. VNET and its main properties within an emerging market setting that is the Tunis Stock exchange.
Keywords
Details
Primary Language
English
Subjects
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Journal Section
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Publication Date
December 1, 2014
Submission Date
December 1, 2014
Acceptance Date
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Published in Issue
Year 2014 Volume: 4 Number: 4
APA
Rouetbi, E., & Mamoghli, C. (2014). Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange. International Journal of Economics and Financial Issues, 4(4), 920-929. https://izlik.org/JA92TA67PM
AMA
1.Rouetbi E, Mamoghli C. Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange. IJEFI. 2014;4(4):920-929. https://izlik.org/JA92TA67PM
Chicago
Rouetbi, Emna, and Chokri Mamoghli. 2014. “Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange”. International Journal of Economics and Financial Issues 4 (4): 920-29. https://izlik.org/JA92TA67PM.
EndNote
Rouetbi E, Mamoghli C (December 1, 2014) Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange. International Journal of Economics and Financial Issues 4 4 920–929.
IEEE
[1]E. Rouetbi and C. Mamoghli, “Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange”, IJEFI, vol. 4, no. 4, pp. 920–929, Dec. 2014, [Online]. Available: https://izlik.org/JA92TA67PM
ISNAD
Rouetbi, Emna - Mamoghli, Chokri. “Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange”. International Journal of Economics and Financial Issues 4/4 (December 1, 2014): 920-929. https://izlik.org/JA92TA67PM.
JAMA
1.Rouetbi E, Mamoghli C. Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange. IJEFI. 2014;4:920–929.
MLA
Rouetbi, Emna, and Chokri Mamoghli. “Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange”. International Journal of Economics and Financial Issues, vol. 4, no. 4, Dec. 2014, pp. 920-9, https://izlik.org/JA92TA67PM.
Vancouver
1.Emna Rouetbi, Chokri Mamoghli. Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange. IJEFI [Internet]. 2014 Dec. 1;4(4):920-9. Available from: https://izlik.org/JA92TA67PM