The relationship between information asymmetry and liquidity
This thesis aims at investigating the relationship between liquidity and information asymmetry. Recent studies try to incorporate liquidity and information risk factors into asset pricing models but whether just one or both should be priced remains uncertain. Since the introduction of the probabilit...
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University of Nottingham
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.659214 |