Empirical Tests of relation between liquidity and expected return: Evidence from UK

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Empirical Tests of relation between liquidity and expected return: Evidence from UK

This paper provides the empirical tests of liquidity premium by using two approaches of cross-sectional regression and portfolio analysis based on 550 common stocks randomly collected from LSE (London Stock Exchange) over the sample period of 1993 to 2008. The proxies for liquidity employed in this...

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Bibliographic Details
Main Author:	Li, Yuan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23045/

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