Lead-lag relationships in an embryonic stock market: exploring the role of institutional ownership and liquidity
This paper investigates the influence of institutional ownership and liquidity on stock return relationships for an embryonic and relatively illiquid stock market. Using daily, individual stock data for Trinidad and Tobago from 2001 to 2015 and a VAR modelling approach, we find for firms of all size...
| Main Authors: | , , |
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| Format: | Article |
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Elsevier
2016
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/33285/ |