Effect of liquidity on company’s stock market performance – Valeriia Dereniuk
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 …moreAbstract:
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
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
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/80835
Vysoká škola ekonomická v Praze
Master programme:
Finance and Accounting