Ali Shakil Khan
Master of Finance(Funds Management)
Room: C30 (South Building)
Tel: +44 (0) 115 84
Email: lixasa1@nottingham.ac.uk
Current Status: Completed
Year of Registration: 2015
Expected Completion Date: /09/2018
Primary Funding Source:NUBS Scholarship
Research Topic:Essays in Liquidity Risk and Liquidity Premium of Stocks
Research Details:Decomposing the effects of sell order liquidity across various measures of liquidity such as Amihud's Measure, Effective Spread, Realized Spread etcetera and expected returns. Also, studying the impact of hedging on liquidity risk and liquidity premium
Research Supervisor/s: Jian Chen,
Minjia Chen and
Lina Song
Department: Finance, Risk and Banking
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