| Title |
Likvidumo Baltijos šalių akcijų rinkoje tyrimas / |
| Translation of Title |
Study of the liquidity in Baltic stock market. |
| Authors |
Mačys, Ugnius |
| Full Text |
|
| Pages |
69 |
| Keywords [eng] |
liquidity ; liquidity proxies ; principal component analysis ; multivariate regression |
| Abstract [eng] |
Liquidity is perceived as a multidimentional phenomenon. This paper deals with principal component analysis to separate latent factors of liquidity in Baltic stock market. Multivariate regresion is used to identify linear dependance of various liquidity proxies. Results are compared to other researches of other markets. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2011 |
