Liquidity risk impact on stock returns

Liquidity risk impact on stock returns

This study investigates the impact of liquidity risk on stock returns in the Malaysian stock exchange using the LCAPM model of Acharya and Pedersen. This research employed firm-level equity data involving 419 continuously listed firms in Bursa Malaysia from January 2000 to December 2018. The study e...

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Bibliographic Details
Main Authors: Rapheedah Musneh, Mohd. Rahimie Abd. Karim, Caroline Geetha A/P B. Arokiadasan
Format: Article
Language:English
English
Published: Universiti Malaysia Sabah 2020
Subjects:
DS Asia
HG Finance
Online Access:https://eprints.ums.edu.my/id/eprint/27168/1/Liquidity%20risk%20impact%20on%20stock%20returns-Abstract.pdf
https://eprints.ums.edu.my/id/eprint/27168/2/Liquidity%20risk%20impact%20on%20stock%20returns.pdf
https://eprints.ums.edu.my/id/eprint/27168/
http://www.myjurnal.my/public/browse-journal-view.php?id=396
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Institution: Universiti Malaysia Sabah
Language: English
English

Internet

https://eprints.ums.edu.my/id/eprint/27168/1/Liquidity%20risk%20impact%20on%20stock%20returns-Abstract.pdf
https://eprints.ums.edu.my/id/eprint/27168/2/Liquidity%20risk%20impact%20on%20stock%20returns.pdf
https://eprints.ums.edu.my/id/eprint/27168/
http://www.myjurnal.my/public/browse-journal-view.php?id=396

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