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.</p
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 dissertation examines relationship between liquidity and stock returns from 1993 to 2008 in UK ...
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...
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...
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...
We investigate the relationship between liquidity and the distribution of returns, for all listed fi...
YesWe study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines...
This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University...
We study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines, b...
We study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines, b...
This paper provides an analysis of liquidity premium using monthly data of the U.K. stock market fro...
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 dissertation examines relationship between liquidity and stock returns from 1993 to 2008 in UK ...
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...
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...
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...
We investigate the relationship between liquidity and the distribution of returns, for all listed fi...
YesWe study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines...
This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University...
We study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines, b...
We study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines, b...
This paper provides an analysis of liquidity premium using monthly data of the U.K. stock market fro...
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 dissertation examines relationship between liquidity and stock returns from 1993 to 2008 in UK ...
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