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Modelling size and liquidity in North African industrial sectors

Hearn, Bruce - In: Emerging markets review 12 (2011) 1, pp. 21-46

Persistent link: https://www.econbiz.de/10009304812

Size and liquidity effects in Japanese regional stock markets

Hearn, Bruce - In: Journal of the Japanese and international economies : … 25 (2011) 2, pp. 157-181

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Size and liquidity effects in African frontier equity markets

Hearn, Bruce - In: Applied financial economics 22 (2012) 7/9, pp. 681-707

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The liquidity cost implications arising from the attraction of regional primary listings : evidence from West Africa

Hearn, Bruce - In: Research in international business and finance 30 (2014), pp. 91-110

Persistent link: https://www.econbiz.de/10010390286

Size and liquidity effects in Nigeria : an industrial sector study

Hearn, Bruce - In: The journal of developing areas 48 (2014) 3, pp. 1-30

Persistent link: https://www.econbiz.de/10010408518

Time varying size and liquidity effects in South Asian equity markets : a study of blue-chip industry stocks

Hearn, Bruce - In: International review of financial analysis 19 (2010) 4, pp. 242-257

Persistent link: https://www.econbiz.de/10009272669

The political institutional and firm governance determinants of liquidity : evidence from North Africa and the Arab Spring

Hearn, Bruce - In: Journal of international financial markets, … 31 (2014), pp. 127-158

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Institutional determinants of bid-ask spreads in Caribbean offshore stock exchanges

Hearn, Bruce - In: Research in international business and finance 58 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10013287868

Modelling size and liquidity in North African industrial sectors

Hearn, Bruce - 2010

This study estimates liquidity premiums using the recently developed Liu (2006) measure within a multifactor capital asset pricing model (CAPM) including size premiums and a time-varying parameter model for the North African emerging markets of Algeria, Egypt, Morocco and Tunisia. The evidence...

Persistent link: https://www.econbiz.de/10009474876

Size and liquidity effects in Nigeria: an industrial sector study

Hearn, Bruce - Volkswirtschaftliche Fakultät, … - 2013

This study estimates liquidity premiums using the recently developed Liu (2006) measure within a multifactor capital asset pricing model (CAPM) including size premiums and a time varying parameter model for the West African emerging market of Nigeria. The evidence suggests that liquidity factors...

Persistent link: https://www.econbiz.de/10011108128