Stock liquidity and return distribution : evidence from the London Stock Exchange
Year of publication: |
2021
|
---|---|
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
|
Subject: | Amihud ratio | Bid-ask spread | Kurtosis | Liquidity | Skewness | Zero-return days | Geld-Brief-Spanne | Großbritannien | United Kingdom | Marktliquidität | Market liquidity | Kapitaleinkommen | Capital income | Liquidität | Börse | Bourse | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Aktienmarkt | Stock market |
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