Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008

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Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008

Illiquidity premium tend to be an interesting topic for both investors and academics. Previous researches suggest that less liquid assets provide higher returns. I examine whether there is evidence for the presence of illiquidity premium in UK stock market, using data for 447 companies in UK stock m...

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Bibliographic Details
Main Author:	Wang, Shuyan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22996/

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