DSpace Repository

Browsing by Subject "Liquidity"

Browsing by Subject "Liquidity"

Sort by: Order: Results:

  • An Analysis of the US Mutual Funds Sector: What Determines Performance? 
    Faisal Mahmood; Ghulame Rubbaniy (© Lahore School of Economics, 2016)
    This paper analyzes the performance of equity mutual funds in the US, using monthly data for a sample of 4,431 equity mutual funds over the period 1999–2012. Our empirical findings suggest that larger funds with higher ...
  • A Note on the Pricing of Liquidity in Stock Returns 
    Nawazish Mirza (© The Lahore School of Economics, 2010-12)
    Keynes (1930) proposed that an asset is more liquid than another “if it is more certainly realisable at short notice without loss” (vol. II, p. 67). This definition suggests that the liquidity of an asset is twofold. First, ...