Essays about: "Paphaphim Jamcharudsri"

Found 1 essay containing the words Paphaphim Jamcharudsri.

  1. 1. Shorter Settlement Cycle, Return and Liquidity: A Test Using London Stock Exchange Data

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Paphaphim Jamcharudsri; Zhelu Jia; [2012]
    Keywords : Settlement Cycle; Liquidity; Asset Pricing; Liquidity Premium; London Stock Exchange;

    Abstract : The move from T+5 to T+3 on London Stock Exchange is used to study how the length of settlement cycle would affect returns and market liquidity. We conduct an event study, and find significant increases both in returns and liquidity after T+3 was implemented. READ MORE