How do markets value stock liquidity? Comparative evidence from the UK, the US, Germany and China

DOI10.1016/J.ECONLET.2019.06.006zbMath1429.91305OpenAlexW2963479699WikidataQ127440332 ScholiaQ127440332MaRDI QIDQ2292717

Guy Liu, Yibo Bo, Andros Gregoriou

Publication date: 5 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://cris.brighton.ac.uk/ws/files/6909940/Economics_Letters_Revision_Final_2.pdf

zbMATH Keywords

stock returnsliquidityChina stock marketGerman stock marketUS stock marketAmihud ratioUK stock market

Mathematics Subject Classification ID

Financial markets (91G15)

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