LIQUIDITY RISK AND STOCK RETURN IN LATIN AMERICAN EMERGING MARKETS

This study analyzes the impact of liquidity risk on stock returns in four Latin American markets (Chile, Columbia, Mexico, and Peru) between January 1998 and July 2018. Several previous studies have focused on measuring this effect in developed markets and a few in emerging markets, such as Latin Am...

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Bibliographic Details
Main Authors: Francisco Javier Vasquez-Tejos, Prosper Lamothe Fernandez
Format: Article
Language:English
Published: Universidad Privada Boliviana 2021-01-01
Series:Investigación & Desarrollo
Subjects:
Online Access:http://www.upb.edu/revista-investigacion-desarrollo/index.php/id/article/view/227