Skjeltorp, Johannes; Ødegaard, Bernt Arne - Handelshøgskolen, Universitetet i Stavanger - 2009
We investigate the information content of aggregate stock market liquidity and ask whether it may be a useful realtime indicator, both for financial stress, and real economic activity in Norway. We describe the development in a set of liquidity proxies at the Oslo Stock Exchange (OSE) for the...