Liquidity risk and stock returns: empirical evidence from industrial products and services sector in Bursa Malaysia

Liquidity risk and stock returns: empirical evidence from industrial products and services sector in Bursa Malaysia

Abstract This study investigates the impact of liquidity risk on stock returns of 149 firms in the industrial products and services sectors of Bursa Malaysia from January 2000 to December 2018 with a monthly frequency dataset. This study employed the two-stage standard procedures in asset pricing to...

Full description

Bibliographic Details
Main Authors: Rapheedah Musneh, Mohd. Rahimie Abdul Karim, Caroline Geetha A/P Arokiadasan Baburaw
Format: Article
Language:English
Published: SpringerOpen 2021-10-01
Series:Future Business Journal
Subjects:
Liquidity risk
Stock returns
LCAPM
Industrial products and services
Bursa Malaysia
Online Access:https://doi.org/10.1186/s43093-021-00106-4

Internet

https://doi.org/10.1186/s43093-021-00106-4

Similar Items