๐”– Bobbio Scriptorium
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The relationship between liquidity and returns on the Chinese stock market

โœ Scribed by Paresh Kumar Narayan; Xinwei Zheng


Book ID
113470352
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
145 KB
Volume
22
Category
Article
ISSN
1049-0078

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This study examines the empirical relationship between the return and the total market value of NYSE common stocks. It is found that smaller firms have had higher risk adjusted returns, on average, than larger firms. This โ€˜size effectโ€™ has been in existence for at least forty years and is evidence t