Market resiliency conundrum: is it a predicator of economic growth?
Resiliency provides fundamental insights on the speed at which the marginal price impact increases as transaction volume increases in the stock market yet very few empirical research has been dedicated to its study. Consequently, this study was directed towards determining whether market resiliency...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
KeAi Communications Co., Ltd.
2018-03-01
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Series: | Journal of Finance and Data Science |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2405918817300569 |