Nottingham University Business School
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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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Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

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