Predictive and contemporaneous power of the determinants of stock liquidity

HIGHLIGHTS

  • who: Linyin Xie from the College of Science and Technology, Ningbo University, Ningbo, China, University of Nottingham Ningbo China, Ningbo have published the research work: Predictive and Contemporaneous Power of the Determinants of Stock Liquidity, in the Journal: (JOURNAL)
  • what: This study examines the relationship between stock liquidity and uncertainty in an innovative manner. This study examines stock liquidity determinants from the systematic and idiosyncratic aspects, as well as different predictive lengths.
  • how: Thereafter the entire period is split into four subperiods and a 1-month-ahead prediction is tested in every subperiod . . .

     

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