Liquidity and Stock Returns

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Liquidity and Stock Returns

This paper provides an analysis of liquidity premium using monthly data of the U.K. stock market from 1993 to 2008. The liquidity measures are the relative bid-ask spread and the turnover rate. Overall the evidence suggests that there is no significant relation between liquidity level and asset r...

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Bibliographic Details
Main Author:	Zou, Qianyun
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23082/

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