Liquidity, momentum and price bubbles : evidence from the UK
The asset pricing anomalies have existed in the UK stock market for a long time. This thesis aims to study different liquidity measures, liquidity commonality, systematic liquidity risk, different momentum trading strategies, asset pricing risks with momentum, investor behaviours with momentum and t...
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Heriot-Watt University
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.717004 |