Liquidity Risk in Stock Markets: An Examination of International Empirics
碩士 === 國立交通大學 === 財務金融研究所 === 106 === This paper investigates the liquidity premium across countries based on different liquidity measures, and the relationship between liquidity premium and stock excess returns for 45 countries over the year 1990-2017. In addition, divided countries into two subsam...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/b3x5cw |