Information Uncertainty and Time-Varying Commonality in Liquidity
碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 104 === This study examines for both the US and the Canadian markets the time-variations in commonality in liquidity and the impact of information uncertainty on the cross-firm differences in commonality in liquidity. Results indicate that for both markets the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38686110127298589929 |