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Valeriia Dereniuk

Master's thesis

Effect of liquidity on company’s stock market performance

Effect of liquidity on company’s stock market performance
Abstract:
The asset liquidity plays an important role in investors’ decisions. The idea of the study is to investigate the impact of liquidity on companies’ stock return based on the stock and financial data of European companies from 2015 until 2018. Amihud’s illiquidity measure is used as a proxy for illiquidity and calculated as a weighted average of stock returns based on the traded volume. As controlling …more
Abstract:
The asset liquidity plays an important role in investors’ decisions. The idea of the study is to investigate the impact of liquidity on companies’ stock return based on the stock and financial data of European companies from 2015 until 2018. Amihud’s illiquidity measure is used as a proxy for illiquidity and calculated as a weighted average of stock returns based on the traded volume. As controlling …more
 

Keywords

liquidity effect Amihud risk and return stock return

Keywords

Amihud risk and return stock return liquidity effect
 
Language used: English
Date on which the thesis was submitted / produced: 10. 10. 2019
Identifier: http://www.vse.cz/vskp/eid/80835

Thesis defence

  • Date of defence: 8. 6. 2020
  • Supervisor: Karel Brůna
  • Reader: Radek Dědeček

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http://www.vse.cz/vskp/eid/80835

Vysoká škola ekonomická v Praze

Master programme:
Finance and Accounting

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