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Dimensions of stock market liquidity: Empirical evidence of a frontier market

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The paper presents a discussion of stock market liquidity in a frontier market after the financial crisis. The paper defines dimensions of stock market liquidity and indicates possible liquidity measures which could be applied to analyze liquidity on a stock exchange in Vietnam. The empirical result shows the aggregate liquidity, which captures various dimensions of liquidity through eight liquidity measures based on a daily basis during the period from 2011 to 2018. |

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