| Abstract [eng] |
The aim - to make a statistical comparison of the liquidity of shares in small and emerging markets study, which demonstrate the stability of the labor market and the situation. Two countries: Lithuania and India was selected for study. Among the 25 selected stocks is from Lithuania and 24 from the Indian stock market. After using regression analysis we can compare the stock market turnover, and find out the situation of the countries concerned. Multiple linear regression analysis found a linear dependence on the dependent variable from several independent objects and their signal strength. Will use correlation analysis, t. y. Spearman ordinal correlation, which shows the relationship between liquidity indicators investigated. We used correlation and regression analysis. To create the regression models of the liquidity of both markets, we had to first choose how to apply the model. We tried to choose a linear model, but it was not enough. Then, we choose to use a square pattern and get the regression equation. Stock market liquidity distinguishes three dimensions - width, depth and speed. Width refers to the investment costs; the depth describes the turnaround market shares by turnover, traded volumes and the number of transactions. Speed indicates the time frame during which the turnover was nil or zero returns. |
