University of Macau Library

Author: Chui, Peter MW
Title: The relationship between return, market value and infrequent trading
Journal Name: Euro Asia Journal of Management
Pub. Info: Jan. 2000, No.19, pp. 65-83
Abstract: Paragraph Headings: 1. Introduction 2. Data and methodologies 2.1. Data description 2.2. Group formation 2.3. Methodology 2.3.1. Part one- cross- sectional regression analysis 2.3.2. Part two 2.3.2.1. Formation period 2.3.2.2. Test period 2.3.2.3. F-test 3. Empirical results 3.1. Part one 3.2. Part two 3.2.1. The result of the correlation analysis 4. Conclusion Tables: 1. The size distribution for the 5 groups over the whole study period 2. Some statistical results for the five groups over the whole study period from Jan 1986 to Dec. 1993 3.1. Panel A. risk premia estimates from the cross-sectional regressions 3.2. Panel B. average residuals for firms grouped on sized 4. The descriptive statistics for the three subgroups 5. Results of the hypothesis testing 6. The result of correlation analysis