Liquidity risk and stock returns: Empirical evidence from industrial products and services sector in Bursa Malaysia
This study investigates the impact of liquidity risk on stock returns of 149 firms in the industrial products and ser- vices sectors of Bursa Malaysia from January 2000 to December 2018 with a monthly frequency dataset. This study employed the two-stage standard procedures in asset pricing to estima...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | en |
| Published: |
Springer Berlin Heidelberg
2021
|
| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/45239/1/FULLTEXT.pdf https://eprints.ums.edu.my/id/eprint/45239/ https://doi.org/10.1186/s43093-021-00106-4 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|