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
The asset liquidity plays an important role in investors’ decisions. The idea of the study is to inv...
Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, w...
Liquidity risk has an utmost importance for investors and it serves as an essential theme in finance...
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...
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 ...
This paper provides the empirical tests of liquidity premium by using two approaches of cross-sectio...
This study examines the behaviour of liquidity in the UK market during the period January 1993 throu...
The relationship between liquidity and stock returns for U.S. market has been examined widely in rec...
This paper investigates monthly liquidity in FTSE 100 equity index in London Stock Exchange over the...
The asset liquidity plays an important role in investors’ decisions. The idea of the study is to inv...
Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, w...
Liquidity risk has an utmost importance for investors and it serves as an essential theme in finance...
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...
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 ...
This paper provides the empirical tests of liquidity premium by using two approaches of cross-sectio...
This study examines the behaviour of liquidity in the UK market during the period January 1993 throu...
The relationship between liquidity and stock returns for U.S. market has been examined widely in rec...
This paper investigates monthly liquidity in FTSE 100 equity index in London Stock Exchange over the...
The asset liquidity plays an important role in investors’ decisions. The idea of the study is to inv...
Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, w...
Liquidity risk has an utmost importance for investors and it serves as an essential theme in finance...
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