Stock market illiquidity's predictive role over economic growth : the Australian evidence
Year of publication: |
2015
|
---|---|
Authors: | Rai, Alan |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 18.2015, 2, p. 1-30
|
Subject: | Autoregression | bid-ask spread | economic growth | forecasts | regime switching | trading volume | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | Australien | Australia | Aktienmarkt | Stock market | Wirtschaftsprognose | Economic forecast | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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