Liquidity and Stock Returns: An Empirical Study of the U.K. Equity Market

QR Code

Liquidity and Stock Returns: An Empirical Study of the U.K. Equity Market

The relationship between liquidity and stock returns for U.S. market has been examined widely in recent decades. Using the U.K. data, this paper explores that there is a liquidity premium for illiquidity stocks from the angle of liquidity level. Two approaches are employed in explaining the cross-se...

Full description

Bibliographic Details
Main Author:	Wang, Nana
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22976/

Similar Items

Liquidity premium and stock returns: An empirical study based on samples from U.K. stock market
by: Lan, Y
Published: (2009)

Momentum Returns and Transaction Costs in the U.K. Stock Market
by: Wang, Xiaopeng
Published: (2010)

A Study on Stock Returns Based on Liquidity Premium with Empirical Evidence from UK Stock Market
by: Chen, Hao
Published: (2009)

Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)

Liquidity and Stock Returns: Evidence from the UK Market
by: Tang, Zhiying
Published: (2009)

Liquidity and Stock Returns: Evidence from the UK Market
by: HUANG, SHAOHUA
Published: (2015)

Weather effects on returns: An empirical study of UK stock market
by: Zhao, Juan
Published: (2011)

The Effects of Stimulus Package, Lockdown and Positive Cases of COVID-19 on the Stock Returns in the U.S. and U.K.
by: Xie, Ruifeng
Published: (2020)

Stock Market Liquidity and The Macroeconomic Fluctuations: UK Empirical Study
by: Mao, Jianlei
Published: (2010)

Analysis of the Liquidity Effect on Stock Return: Empirical Evidence from the UK Stock Market over the Period 1993-2008
by: Jiang, Shuai-yu
Published: (2009)

Liquidity and stock returns: empirical test
by: Liu, Yiyang
Published: (2009)

Dynamic Analysis of Correlation between Stock Market returns: An Empirical Study on Hong Kong and UK Stock Markets
by: Fan, Liyu
Published: (2012)

The Adaptive Market Hypothesis：An empirical study on the UK stock market
by: WANG, KAIXIN
Published: (2019)

Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008
by: Wang, Shuyan
Published: (2009)

AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET
by: Wang, Lujia
Published: (2012)

Price Differentials in the U.K. Audit Services Market
by: Song, Yue
Published: (2009)

Liquidity and Stock Returns
by: Zou, Qianyun
Published: (2009)

Stock Return Volatility and the Determinants: An Empirical Study of the US Market
by: Hsu, Chia-Luan
Published: (2009)

Effects Of Liquidity On Firm\'s Cost Of Equity In Malaysian Stock Market
by: Askarzadeh, Shadi
Published: (2010)

The impact of leverage on stock returns: an empirical test on the Australian stock market
by: Thuy Linh, Doan
Published: (2009)

Idiosyncratic Risk Matters: An Empirical Investigation of UK Equity Market
by: Zhuge, Yun
Published: (2010)

Determinants of Corporate Dividend Policy: Analysis of the U.K. market
by: Agarwal, Tarun
Published: (2009)

Carbon disclosure, stock returns, institutional investors and the nature of corporate equity: An empirical study of Chinese market based on fixed effects model
by: jinyu, Wu
Published: (2022)

The Effect of Credit Rating Changes on Common Stock Return-Evidence from the UK Market
by: Wang, Xueying
Published: (2019)

Liquidity Measurement and Stock Returns
by: Wei, Rui
Published: (2013)

Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)

An empirical analysis of real activity and stock returns in an emerging market
by: Ibrahim, Mansor
Published: (2010)

Empirical Tests of relation between liquidity and expected return: Evidence from UK
by: Li, Yuan
Published: (2009)

Debt Structure Determinants: An empirical comparison between France, Germany and the U.K.
by: Cordero Domínguez, Verónica
Published: (2015)

Liquidity, Asset Returns and Firm Value: Evidence from the UK Market
by: Khan, Saud Waheed
Published: (2012)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)

Can a Statistical Understanding of Markowitz Mean Variance Efficiency Improve Portfolio Optimisation for U.K. Equities?
by: Pugh, Charles J.
Published: (2009)

The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
by: YIN, ZEHUA
Published: (2013)

Contribution of sell-side equity analyst reports to client’s return and stock price efficiency: Indonesia stock market evidence
by: Ekaputra, Irwan Adi, et al.
Published: (2013)

The Demand for Reinsurance in U.K. Non-Life Insurance Industry: Theory and Empirical Tests
by: ZHANG, YU
Published: (2013)

Does liquidity drive stock market returns? the role of investor risk aversion
by: Zhang, Qingjing, et al.
Published: (2021)

Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)

Liquidity and Asset returns: test of UK evidence
by: Hu, Danting
Published: (2009)

Forecasting models for the U.K. pig sector
by: Calvert, Neill W.
Published: (1989)

Risk and return nexus in Malaysian stock market- Empirical evidence from CAPM
by: Abu Hassan, Md. Isa, et al.
Published: (2009)