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HEC-Ecole de gestion de l'Université de Liège
HEC-Ecole de gestion de l'Université de Liège
MASTER THESIS

Research-Thesis: Liquidity and the cross-section of stock returns in Germany and the effect of different market states.

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Boussaoud, Najwa ULiège
Promotor(s) : Schwarz, Patrick ULiège
Date of defense : 19-Jun-2026/23-Jun-2026 • Permalink : http://hdl.handle.net/2268.2/25799
Details
Title : Research-Thesis: Liquidity and the cross-section of stock returns in Germany and the effect of different market states.
Translated title : [fr] Liquidité et rendements transversaux des actions en Allemagne : l’effet des différents états de marché
Author : Boussaoud, Najwa ULiège
Date of defense  : 19-Jun-2026/23-Jun-2026
Advisor(s) : Schwarz, Patrick ULiège
Committee's member(s) : Hübner, Philippe ULiège
Language : English
Number of pages : 59
Discipline(s) : Business & economic sciences > Finance
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management
Faculty: Master thesis of the HEC-Ecole de gestion de l'Université de Liège

Abstract

[fr] To examine the extent to which liquidity is priced in the cross-section of German stock returns (equities) and to what extent different business cycles or times with varying investor attention help to understand the potentially observed predictability. For this purpose, various liquidity measures will be incorporated into the context of asset pricing.


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Annexe(s)

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Author

  • Boussaoud, Najwa ULiège Université de Liège > Master sc. gest., fin. spéc. banking & asset man.

Promotor(s)

Committee's member(s)

  • Hübner, Philippe ULiège Université de Liège - ULiège > HEC Liège : UER > UER Finance, Comptabilité et Droit : Finance de Marché
    ORBi View his publications on ORBi








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