Liquidity and Stock Returns: Evidence from the UK Market

QR Code

Liquidity and Stock Returns: Evidence from the UK Market

The existence of liquidity premium has been supported by much evidence from various empirical studies which use different liquidity measures, especially on the US stock market. However, few empirical studies focus on UK stock market. Therefore, the liquidity effect on UK stock returns needs more evi...

Full description

Bibliographic Details
Main Author:	HUANG, SHAOHUA
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/30023/

Similar Items

Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)

Liquidity and Stock Returns: Evidence from the UK Market
by: Tang, Zhiying
Published: (2009)

A Study on Stock Returns Based on Liquidity Premium with Empirical Evidence from UK Stock Market
by: Chen, Hao
Published: (2009)

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)

Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008
by: Wang, Shuyan
Published: (2009)

Liquidity, Asset Returns and Firm Value: Evidence from the UK Market
by: Khan, Saud Waheed
Published: (2012)

Liquidity and Stock Returns: An Empirical Study of the U.K. Equity Market
by: Wang, Nana
Published: (2009)

Liquidity premium and stock returns: An empirical study based on samples from U.K. stock market
by: Lan, Y
Published: (2009)

The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
by: YIN, ZEHUA
Published: (2013)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2013)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2011)

The Effect of Credit Rating Changes on Common Stock Return-Evidence from the UK Market
by: Wang, Xueying
Published: (2019)

Liquidity and Asset returns: test of UK evidence
by: Hu, Danting
Published: (2009)

The Relationship Between Stock Return and Macroeconomic Factors: evidence from UK
by: Liu, Yuxin
Published: (2012)

Short interest and stock returns: evidence from the UK (Gregynog 2011).
by: Mohamad, Azhar
Published: (2011)

Liquidity and Stock Returns
by: Zou, Qianyun
Published: (2009)

Stock Returns Predictability and Market Timing Trading : Evidence from Malaysian Stock Market
by: Nguyen, Thi Tuyet Nhung
Published: (2011)

Weather effects on returns: An empirical study of UK stock market
by: Zhao, Juan
Published: (2011)

Momentum Returns and Transaction Costs in the U.K. Stock Market
by: Wang, Xiaopeng
Published: (2010)

Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)

Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)

Empirical Tests of relation between liquidity and expected return: Evidence from UK
by: Li, Yuan
Published: (2009)

AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET
by: Wang, Lujia
Published: (2012)

Liquidity Measurement and Stock Returns
by: Wei, Rui
Published: (2013)

Macroeconomic Variables Influence On Stock Return: Evidence From China
by: Lei, Huang
Published: (2009)

The impact of Liquidity and free float on stock returns: evidence from Bursa Malaysia
by: Lau, Anthony Tiong Tiing
Published: (2013)

Size effect and the Common Variation in stock returns: Evidence from the Indian Stock Market
by: Zhang, Zhuoqi
Published: (2012)

Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
by: Sharmin, Rashida
Published: (2019)

Open market repurchases and firm stock return variation: evidence in Malaysia stock market
by: Chee, Chong Meng, et al.
Published: (2017)

Swings in sentiment and stock returns: Evidence from a frontier market
by: Rahman, M., et al.
Published: (2013)

How do oil prices affect stock market returns in financial sectors：evidence from China and the U.S.
by: Huang, Chuyao
Published: (2018)

Dynamic Analysis of Correlation between Stock Market returns: An Empirical Study on Hong Kong and UK Stock Markets
by: Fan, Liyu
Published: (2012)

Testing the CAPM and the APT: Evidence from the UK Stock Market
by: WANG, Zheng
Published: (2010)

Testing the CAPM and the APT: Evidence from the UK Stock Market
by: WANG, Zheng
Published: (2010)

The Linear Relationship between Stock Returns and Interest Rates: Evidence from US Stock Markets
by: Zhou, Yuhong
Published: (2009)

Liquidity and stock returns: empirical test
by: Liu, Yiyang
Published: (2009)

Stock Market Liquidity and The Macroeconomic Fluctuations: UK Empirical Study
by: Mao, Jianlei
Published: (2010)

Effect of size and book-to-market on stock returns: evidence in Malaysia
by: Yee, Tat Kong
Published: (2006)

Risk and return nexus in Malaysian stock market- Empirical evidence from CAPM
by: Abu Hassan, Md. Isa, et al.
Published: (2009)

Stock return reaction to unusual market activity announcement : evidence from the ace market in Malaysia
by: Chen, Siong Yain
Published: (2015)