Like liquid off a Danes back : A quantitative study of illiquidity in the Copenhagen Stock Exchange

The research is conducted through a quantitative study based on data collected from the Copenhagen Stock Exchange between 2003 and 2011. Our primary purpose was to ascertain whether illiquidity was priced in the Copenhagen Stock Exchange. Illiquidity has been shown as a difficult concept to measure...

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Bibliographic Details
Main Authors: Eknemar, Mattias, Short, Wesley
Format: Others
Language:English
Published: Umeå universitet, Handelshögskolan vid Umeå universitet 2011
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-46370