Purpose: This study aims to explore the relationship between stock liquidity and skewness risk-tail risk (stock price crash risk) in an emerging market, in which problems on liquidity are …
C Hutangkura, W Wattanatorn - 2023 - ethesisarchive.library.tu.ac.th
This study examines the relationship between stock liquidity and stock price crash risk in an emerging market, Thailand, to evaluate the performance of liquidity measurement. This …