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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Universiti Malaysia Sabah
2020
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| Subjects: | |
| 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 |
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