We investigate the relationship between liquidity and the distribution of returns, for all listed firms on the London Stock Exchange between 2002-2018. We find a strong relationship between the distribution of returns, as measured by skewness and kurtosis, and liquidity
This paper provides an analysis of liquidity premium using monthly data of the U.K. stock market fro...
During the past two decades, whether liquidity affect asset pricing has been a hot topic in capital ...
Illiquidity premium tend to be an interesting topic for both investors and academics. Previous resea...
We investigate the relationship between liquidity and the distribution of returns, for all listed fi...
We investigate the relationship between liquidity and the distribution of returns, for all listed fi...
Various empirical studies using different liquidity measures have shown strong evidence of liquidity...
The existence of liquidity premium has been supported by much evidence from various empirical studie...
This paper provides the empirical tests of liquidity premium by using two approaches of cross-sectio...
This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University...
This dissertation examines relationship between liquidity and stock returns from 1993 to 2008 in UK ...
YesWe study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines...
The relationship between liquidity and stock returns for U.S. market has been examined widely in rec...
Abstract This paper examines the role of liquidity in explaining the asset return in UK stock marke...
This study examines the behaviour of liquidity in the UK market during the period January 1993 throu...
Liquidity risk has an utmost importance for investors and it serves as an essential theme in finance...
This paper provides an analysis of liquidity premium using monthly data of the U.K. stock market fro...
During the past two decades, whether liquidity affect asset pricing has been a hot topic in capital ...
Illiquidity premium tend to be an interesting topic for both investors and academics. Previous resea...
We investigate the relationship between liquidity and the distribution of returns, for all listed fi...
We investigate the relationship between liquidity and the distribution of returns, for all listed fi...
Various empirical studies using different liquidity measures have shown strong evidence of liquidity...
The existence of liquidity premium has been supported by much evidence from various empirical studie...
This paper provides the empirical tests of liquidity premium by using two approaches of cross-sectio...
This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University...
This dissertation examines relationship between liquidity and stock returns from 1993 to 2008 in UK ...
YesWe study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines...
The relationship between liquidity and stock returns for U.S. market has been examined widely in rec...
Abstract This paper examines the role of liquidity in explaining the asset return in UK stock marke...
This study examines the behaviour of liquidity in the UK market during the period January 1993 throu...
Liquidity risk has an utmost importance for investors and it serves as an essential theme in finance...
This paper provides an analysis of liquidity premium using monthly data of the U.K. stock market fro...
During the past two decades, whether liquidity affect asset pricing has been a hot topic in capital ...
Illiquidity premium tend to be an interesting topic for both investors and academics. Previous resea...
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