A Study on Stock Returns Based on Liquidity Premium with Empirical Evidence from UK Stock Market

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A Study on Stock Returns Based on Liquidity Premium with Empirical Evidence from UK Stock Market

During the past two decades, whether liquidity affect asset pricing has been a hot topic in capital market studies. Theoretically, liquidity is a risk factor that should be priced and is essential in making investment decisions. Plenty of empirical evidence has documented a significant liquidity pre...

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Bibliographic Details
Main Author:	Chen, Hao
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23291/

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