Search Results - "causality test"

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    Does liquidity drive stock market returns? the role of investor risk aversion by Zhang, Qingjing, Choudhry, Taufiq, Kuo, Jing-Ming, Liu, Xiaoquan

    Published 2021
    Subjects: “…Investor risk aversion; Liquidity; Systematic factors; Toda-Yamamoto Granger non-causality test…”
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