Stock liquidity and return distribution : evidence from the London Stock Exchange
Andong Wang, Robert Hudson, Mark Rhodes, Sijia Zhang, Andros Gregoriou
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Andong ; Hudson, Robert ; Rhodes, Mark J. ; Zhang, Sijia ; Gregoriou, Andros |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-5
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| Subject: | Amihud ratio | Bid-ask spread | Kurtosis | Liquidity | Skewness | Zero-return days | Geld-Brief-Spanne | Großbritannien | United Kingdom | Liquidität | Marktliquidität | Market liquidity | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | London | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101539 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804976