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• W2789059418 abstract "We examine the impact of US economic news releasesin the liquidity of eleven not so extensively researched emerging stockmarkets. We employ ten liquidity measures. The sample begins from June 2007 upto December 2016. Analysis is performed in a weekly frequency. China is theleast liquid Asian market. Peru is the most liquid Latin American market. Mostof the emerging markets are positively affected by the US news, offering diversificationbenefits to international investors. Indiaand Argentina (China and Chile) are the Asian and Latin American countries withthe highest (lowest) impacts, respectively. Thereis not a single best-in-class liquidity measure. The country with the lowestliquidity has the lowest impact from the US news releases. This result holdsfor both groups of countries in Asia and Latin America." @default.
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• W2789059418 date "2018-01-01" @default.
• W2789059418 modified "2023-09-30" @default.
• W2789059418 title "The Efficiency in Liquidity Measures during the US Monetary Announcements" @default.
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• W2789059418 doi "https://doi.org/10.4236/tel.2018.81006" @default.
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