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Ondiba Ochenge et al., 2020 - Google Patents

Foreign equity flows and stock market liquidity in Kenya

Ondiba Ochenge et al., 2020

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Document ID
5199811193686435504
Author
Ondiba Ochenge R
Ngugi R
Muriu P
Publication year
Publication venue
Cogent Economics & Finance

External Links

Snippet

In this paper, we explore the dynamic relationship between aggregate foreign equity inflows and aggregate liquidity of the Kenyan stock market using transactional foreign trading data and several liquidity measures. We employ vector autoregression with monthly gross foreign …
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