All Outputs (2)

Stock liquidity and return distribution: Evidence from the London Stock Exchange (2020)
Journal Article
Wang, A., Hudson, R., Rhodes, M., Zhang, S., & Gregoriou, A. (2020). Stock liquidity and return distribution: Evidence from the London Stock Exchange. Finance research letters, Article 101539. https://doi.org/10.1016/j.frl.2020.101539

We investigate the relationship between liquidity and the distribution of returns, for all listed firms on the London Stock Exchange between 2002-2018. We find a strong relationship between the distribution of returns, as measured by skewness and kur... Read More about Stock liquidity and return distribution: Evidence from the London Stock Exchange.

Studies of liquidity in the London Stock Exchange (2017)
Thesis
Wang, A. (2017). Studies of liquidity in the London Stock Exchange. (Thesis). University of Hull. Retrieved from https://hull-repository.worktribe.com/output/4220527

The thesis studies liquidity related issues in the London Stock Exchange from 2001 to 2013 from different viewpoints. The first chapter introduces and motivates the study. The second chapter fully discusses the liquidity and liquidity measures from m... Read More about Studies of liquidity in the London Stock Exchange.