An Empirical Investigation on the Relation between Liquidity and Stock Return in Asia Equity Markets
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === This paper empirically examines the relation between liquidity and stock returns in Asia equity markets including Thailand, Hong Kong, Malaysia and Singapore, Korea and Taiwan. After controlling lagged return, firm size, book-to-market ratio and earning-to-price...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/76494105573496687440 |