Liquidity, consumption, and the cross-sectional returns

QR Code

Liquidity, consumption, and the cross-sectional returns

My thesis attempts to examine the determinants of the cross-sectional stock returns. It mainly consists of three topics on the relation between consumption, stock liquidity, financial constraints, and expected returns. The first is "Transaction costs, liquidity risk, and the CCAPM". I e...

Full description

Bibliographic Details
Main Author:	Luo, Di
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2014
Subjects:	Liquidity (Economics) consumption (Economics)
Online Access:	https://eprints.nottingham.ac.uk/27605/

Similar Items

Electricity consumption and economic growth in ASEAN countries / Ahmad Ghazali Ismail
by: Ismail, Ahmad Ghazali
Published: (2016)

Spending behavior trends among Academy of Contemporary Islamic Studies Students in UiTM Puncak Alam / Muhammad Zainul Muttaqin Mohd Jasli.
by: Mohd Jasli, Muhammad Zainul Muttaqin
Published: (2019)

Kepenggunaan Islam dalam masalah asas ekonomi / Basri Abd. Ghani, Sayuti Abd. Ghani and Jamal Ali
by: Abd. Ghani, Basri, et al.
Published: (2010)

Revisiting the impact of consumption growth and inequality on poverty in Indonesia during decentralisation
by: Miranti, R., et al.
Published: (2014)

Factors affecting sustainable consumption practices among female adolescents in Peninsular Malaysia
by: Othman, Mumtazah, et al.
Published: (2008)

Asymmetric and cross-sectional effects of inflation on Malaysian stock returns under varying monetary conditions
by: Law, Wei Yang
Published: (2013)

The Liquidity Effects of Money Shocks on Short Term Interest Rates in the Selected ASEAN Countries
by: Engku Ariff, Engku Elini
Published: (2005)

Analysis of the Liquidity Effect on Stock Return: Empirical Evidence from the UK Stock Market over the Period 1993-2008
by: Jiang, Shuai-yu
Published: (2009)

The effect of private consumption, capital inflows and trade balance towards inflation in Malaysia (1976-2006) / Siti Norain Abdullah
by: Abdullah, Siti Norain
Published: (2007)

Moderating effect of money attitude on relationship between psychographic factors and status consumption among working women in the Klang Valley, Malaysia
by: Sandhu, Sukjeet Kaur
Published: (2018)

Forecasting Availability and Consumption of Rubberwood in Peninsular Malaysia
by: Merous, Noor Hazmira
Published: (2011)

Political transition and determinants of liquidity creation in middle East and North Africa countries
by: Abraheem, Nagea
Published: (2020)

Stratifying of liquid-liquid two phase flows through sudden expansion.
by: Yusoff, Nazrul Hizam
Published: (2012)

Liquidity analysis of finance companies and effect of economic indicators: a liquidity management perspective / Hezal Ahmad
by: Ahmad, Hezal
Published: (1994)

Effects of Malaysian employee stock option scheme on stock liquidity, productivity, and earnings management of listed firms
by: Katan, Maheran
Published: (2012)

Awareness and importance of investment among student Halal Management in UiTM Puncak Alam / Nurnadzifa Aminahar
by: Aminahar, Nurnadzifa
Published: (2019)

An exploratory study on Kuala Lumpur commodity exchange and its mechanism / Roziati Hani Ismail
by: Ismail, Roziati Hani
Published: (1992)

Economic consumption model revisited: infaq model based on al-Shaybani's levels of al-Kasb
by: Mohammed, Mustafa Omar
Published: (2011)

Microscopic evidence for liquid-liquid separation in supersaturated CaCO3 solutions
by: Wallace, A., et al.
Published: (2013)

Household Income, Consumption and Saving Behaviour: a Case Study of Two Rural Districts in Malaysia
by: Puteh Mahadi, Bahar
Published: (1988)

Stock liquidity and dividend payouts in the emerging markets
by: Bakri, Mohd Ashari
Published: (2020)

Electrochemical behaviour of denatured haemoglobin at the liquid|liquid interface
by: Herzog, G., et al.
Published: (2010)

Pricing futures and real options with a liquidity factor: theory and evidence
by: Ding, Shusheng
Published: (2016)

Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach
by: Habibullah, Muzafar Shah, et al.
Published: (2006)

Electrochemical behaviour of myoglobin at an array of microscopic liquid–liquid interfaces
by: O'Sullivan, S., et al.
Published: (2012)

Pacific poverty, solutions and government response / Greg Clydesdale
by: Greg, Clydesdale
Published: (2014)

Factors that affect Malaysian Ringgit currency (1995 - 2009) / Norisma Wahida Ab Wahab
by: Ab Wahab, Norisma Wahida
Published: (2010)

Theoretical analysis of a membrane-based cross-flow liquid desiccant system
by: Bai, Hongyu, et al.
Published: (2016)

A study on key determinants of economic growth in Malaysia: foreign direct investment, inflation rate, interest rate, trade openness and unemployment / Fatin Nabila Shaharuddin
by: Shaharuddin, Fatin Nabila
Published: (2018)

Reinvestigating the effect of trade openness towards government size, government expenditure and exchange rate: evidence from Malaysia / Nurul Syafika Abdul Malik and Rosaieni Saiful Arulchelvan
by: Abdul Malik, Nurul Syafika, et al.
Published: (2013)

Liquidity risk and performance of banking industry: case study of top-3 local bank of Malaysia / Mahathir Zainal Abidin
by: Abidin, Mahathir Zainal
Published: (2017)

Liquidity, activity and leverage ratios effect on profitability in Bursa Malaysia: Consumer product companies (2001-2005) / Norhafizah Kamisan
by: Kamisan, Norhafizah
Published: (2006)

Demand for Marijuana, Alcohol and Tobacco: Participation, Levels of Consumption, and Cross-Equation Correlations
by: Zhao, X., et al.
Published: (2004)

Multi-Factor Crime in Malaysia, 1980 – 2013: Bounds Testing of Level Relationships and Granger Non-Causality Analysis / Dullah Mulok, Mori Kogid, Rozilee Asid, Jaratin Lily
by: Mulok, Dullah, et al.
Published: (2018)

Determinants of family Takaful demand / Abdul Shukor Che Abdullah
by: Che Abdullah, Abdul Shukor
Published: (2010)

Formation of a Monetary Union among Asean+3
by: Md. Yusof, Aimy
Published: (2004)

Persepsi Kecukupan Perbelanjaan dalam Kalangan Warga Tua di Semenanjung Malaysia
by: Kamaluddin, Farizan
Published: (2007)

Sustainable Consumption Practices Among Civil Servants In Perak And Kedah, Malaysia
by: Zakaria, Siti Marziah
Published: (2008)

Enhanced Electroanalytical Sensitivity via Interface Miniaturisation: Ion Transfer Voltammetry at an Array of Nanometre Liquid–Liquid Interfaces
by: Scanlon, M., et al.
Published: (2011)

House prices and economic growth in Asia Pacific / Nurfaziera Mohd Yeb
by: Mohd Yeb, Nurfaziera
Published: (2018)