สภาพคล่องและอัตราผลตอบแทนของหุ้นสามัญ : การศึกษาจากตลาดหลักทรัพย์แห่งประเทศไทย
This study investigates a relation between stock returns and liquidity as proxied by share turnover, trading volume and estimated bid-ask spread (Roll s model (1984)). Additionally, the study examines the sensitivity of liquidity to stock price movement, together with potential determinants of that...
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| Format: | Theses and Dissertations |
| Language: | Thai |
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จุฬาลงกรณ์มหาวิทยาลัย
2002
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| Online Access: | https://digiverse.chula.ac.th/Info/item/dc:28618 |
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| Institution: | Chulalongkorn University |
| Language: | Thai |