An Empirical investigation of liquidity and stock returns – Relationship in Vietnamese stock market
This paper is to provide a comprehensive study about the role of liquidity in asset pricing by using the Fama-French (1993) three-factor model for risk adjustment. The relationship between liquidity and well-known determinants of stock returns such as size, book-to-market and firms beta are also in...
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| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
Tạp chí Công thương
2020
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| 在線閱讀: | http://repository.vnu.edu.vn/handle/VNU_123/89405 |
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