Stock Market Liquidity and The Macroeconomic Fluctuations: UK Empirical Study
This paper investigates the relationship between stock market liquidity and macro economy fluctuations in UK. The sample covers all the common shares (620 firms in total) listed in London Stock Exchange over the period 1989-2009. By comparing the large-firm portfolio and small-firm portfolio results...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | http://eprints.nottingham.ac.uk/24059/ http://eprints.nottingham.ac.uk/24059/1/Jianlei_Mao_DT_2010.pdf |