Liquidity premium in stock returns, The case of Vietnam
By Tran Quang Duy (VNP 19) Supervisor: Dr. Pham Phu Quoc Abstract Research about the role of liquidity in explaining stock returns has mainly been conducted in developed market and yielded ambiguous conclusion about its explanatory power. From this gap in literature, this empirical research is conducted to examine the influence of liquidity on stock […]
