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The implications of liquidity ratios: Evidence from Pakistan stock exchange limited

  • Published:2020-12 Issue: Volume: Page:
  • ISSN:1062-9769
  • Container-title:The Quarterly Review of Economics and Finance
  • language:en
  • Short-container-title:The Quarterly Review of Economics and Finance

Author:

Ahmed RizwanORCID,ullah SubhanORCID,Hudson Robert,Gregoriou Andros

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference57 articles.

1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005

2. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002

3. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986

4. Liquidity and stock returns;Amihud;Financial Analysts Journal,1986

5. Does commonality in illiquidity matter to investors? (No. 2015-02);Anderson,2015

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