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Showing 1 to 1 of 1 for “"Liquidity Risk Premium Puzzle"”.

  1. Essays on Stock Market Liquidity and Liquidity Risk Premium

    Tian, Shu

    This dissertation addresses issues concerning liquidity and its volatility. It consists of two essays. The first essay, "Liquidity, Macro Factors and the U.S. Equity Flows to Emerging Markets", examines the role of liquidity on equity flows from the U.S. to fifteen emerging markets around the …

    uno Repository record