Liquidity and Asset returns: test of UK evidence

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Liquidity and Asset returns: test of UK evidence

Abstract This paper examines the role of liquidity in explaining the asset return in UK stock market. The monthly data of LSE sample stocks over January 1993 to December 2008 are employed. The liquidity measured by turnover rate and bid-ask spreads are tested through both cross-sectional regression...

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Bibliographic Details
Main Author:	Hu, Danting
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23219/

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