Liquidity premium and stock returns: An empirical study based on samples from U.K. stock market

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Liquidity premium and stock returns: An empirical study based on samples from U.K. stock market

Various empirical studies using different liquidity measures have shown strong evidence of liquidity premium, especially on the US stock market. In comparison, there are rarely any empirical studies based on UK data. Thus, the illiquidity effect on UK stock returns and the corresponding liquidity pr...

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Bibliographic Details
Main Author:	Lan, Y
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23276/

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