Volatility and liquidity in Eastern Europe financial markets under efficiency and transparency conditions
Анотація
Following the consequences of the global financial crises, transparency and efficiency conditions of a local economic system have become important remedies for restoring of financial markets. This study provides measure of transparency and efficiency with correlation to liquidity and volatility and is taking into account the stock price reaction of emerging financial stock markets of Eastern Europe area and Turkey. We find that observed countries don't fully answer the expected sign of transparency, liquidity and risk measure, which meets the innovation from previous works It raises doubts concerning functioning of legal basement in these countries and affects the decisions about investments. In line with previous research
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