Liquidity and Stock Returns: Evidence from the UK Market
The existence of liquidity premium has been supported by much evidence from various empirical studies which use different liquidity measures, especially on the US stock market. However, few empirical studies focus on UK stock market. Therefore, the liquidity effect on UK stock returns needs more evi...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2015
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| Online Access: | http://eprints.nottingham.ac.uk/30023/ http://eprints.nottingham.ac.uk/30023/1/dissertation.pdf |