Ondiba Ochenge et al., 2020 - Google Patents
Foreign equity flows and stock market liquidity in KenyaOndiba Ochenge et al., 2020
View PDF- Document ID
- 5199811193686435504
- Author
- Ondiba Ochenge R
- Ngugi R
- Muriu P
- Publication year
- Publication venue
- Cogent Economics & Finance
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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 …
- 238000004458 analytical method 0 abstract description 9
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