Skip to Main content Skip to Navigation
New interface
Journal articles

Market pricing of liquidity risk: evidence from China

Abstract : The purpose of this paper is to investigate whether liquidity risk (i.e. the returns’ vulnerability to the unexpected changes in overall market liquidity) is a priced risk factor in China. Moreover, it investigates the potential role of a stock’s information quality in reducing its liquidity risk during the period of post-non-tradable shares reforms in China.
Document type :
Journal articles
Complete list of metadata
Contributor : Elise BOUVET Connect in order to contact the contributor
Submitted on : Friday, January 31, 2020 - 4:48:24 PM
Last modification on : Saturday, August 6, 2022 - 3:22:31 AM




Raheel Safdar, Sultan Sikandar Mirza, Tanveer Ahsan. Market pricing of liquidity risk: evidence from China. China Finance Review International, 2019, 9 (4), pp.554-566. ⟨10.1108/CFRI-01-2019-0013⟩. ⟨hal-02463088⟩



Record views