Liquidity in Asset Pricing: Evidence from the Brazil Market

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Liquidity in Asset Pricing: Evidence from the Brazil Market

This study investigates the role of liquidity in pricing stock returns in the Brazil stock market using a sample of listed stocks in Brazil market from January 2001 to December 2011. The key finding of this study is that liquidity is an important factor for pricing returns in Brazil market even aft...

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Bibliographic Details
Main Author:	Yang, Yuanyu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25920/

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