COVID-19 and liquidity risk, exploring the relationship dynamics between liquidity cost and stock market returns
The impact on economic aspects of the COVID-19 is continuing under discussion. This study unveils effects of the pandemic on relationship dynamics between liquidity cost and stock market returns. Using the time series and machine learning techniques, the analysis is based on the Dow Jones Industrial...
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| Format: | Article |
| Language: | English |
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AIMS Press
2021-04-01
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| Series: | National Accounting Review |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/NAR.2021011?viewType=HTML |