- Article
Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange
- Joanna Olbryś and
- Elżbieta Majewska
The studies concerning commonality in liquidity on emerging markets in Central and Eastern Europe are scarce and, in particular, they do not utilize the Principal Component Analysis (PCA) to identify latent factors in liquidity. Therefore, the main a...

