Is Liquidity Priced in the Vietnamese Stock Market?
Author:
Affiliation:
1. National Economics University of Vietnam Hai Ba Trung Hanoi Vietnam
2. UWA Business School The University of Western Australia Crawley WA Australia
Publisher
Wiley
Subject
General Economics, Econometrics and Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/1759-3441.12249
Reference25 articles.
1. Momentum Effect: Evidence from the Vietnamese Stock Market
2. Illiquidity and stock returns: cross-section and time-series effects
3. Asset pricing and the bid-ask spread
4. Liquidity and Return Relationships in an Emerging Market
5. Liquidity and Expected Returns: Lessons from Emerging Markets
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