Liquidity Mismatch Index and Banks’ Stock Returns
نویسندگان
چکیده
منابع مشابه
Liquidity and stock returns: Evidence from international markets
Available online 30 April 2015 This paper tests the relation between expected excess stock returns and illiquidity risk in G7 markets. By conducting panel regressions on monthly data for 20 years, evidence shows that excess stock returns of the G7 countries are positively correlated with market illiquidity risk, but are negatively correlated with the innovation of firm-level illiquidity. Applyi...
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ژورنال
عنوان ژورنال: International Journal of Economics and Business Administration
سال: 2020
ISSN: 2241-4754
DOI: 10.35808/ijeba/641