Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8597
Title: Liquidity and stock returns in order driven Asian markets : evidence from the Singapore stock market
Authors: Ang, Andy Seng Chong
Low, Gerald Kang Herng
Tan, Mei Ching
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2002
Abstract: We study the relationship between liquidity and stock returns in the pure order driven Singapore stock exchange using the Restricted Seemingly Unrelated Regression (SURE). The aim of the study is to determine if a liquidity premium exists. The adjusted bid-ask spread and adjusted turnover are used as proxies for liquidity.
URI: http://hdl.handle.net/10356/8597
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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