Systematic liquidity and excess returns: evidence from the London Stock Exchange
Year of publication: |
2009
|
---|---|
Authors: | Galariotis, Emilios C. ; Giouvris, Evangelos |
Published in: |
Review of Accounting and Finance. - Emerald Group Publishing Limited, ISSN 1758-7700, ZDB-ID 2170463-6. - Vol. 8.2009, 3, p. 279-307
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Liquidity | Stock Exchanges | Stock returns | Bid offer spreads | United Kingdom |
-
Systematic liquidity and excess returns: evidence from the London Stock Exchange
Galariotis, Emilios C., (2009)
-
The effects of ETF splits on returns, liquidity, and individual investors
Yu, Susana, (2009)
-
The effects of ETF splits on returns, liquidity, and individual investors
Yu, Susana, (2009)
- More ...
-
Systematic liquidity and excess returns : evidence from the London Stock Exchange
Galariotis, Emilios C., (2009)
-
Liquidity commonality in the London Stock Exchange
Galariotis, Emilios C., (2007)
-
On the Stock Market Liquidity and the Business Cycle : A Multi Country Approach
Galariotis, Emilios C., (2016)
- More ...