Liquidity and stock returns-evidence from UK stock market

Liquidity has been acknowledged to affect stock returns due to its importance to investors, financial markets, and listed companies. Although there is abundant literature documenting the liquidity-stock returns relationship, results about this relationship are mixed. This might be due to the reasons...

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Bibliographic Details
Main Author: Le, Dang Thuy Trang
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2013
Online Access:http://eprints.nottingham.ac.uk/26599/
http://eprints.nottingham.ac.uk/26599/1/Liquidity_%26_stock_returns-evidence_from_UK_stock_market.pdf