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Stock market liquidity and firm performance: Evidence from a Frontier Market

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dc.contributor.author Fernando, W. M. D. N
dc.contributor.author Samarakoon, S. M. R. K.
dc.date.accessioned 2021-04-20T08:27:00Z
dc.date.accessioned 2022-07-07T08:44:20Z
dc.date.available 2021-04-20T08:27:00Z
dc.date.available 2022-07-07T08:44:20Z
dc.date.issued 2020
dc.identifier.issn 2478-1126
dc.identifier.uri http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/2584
dc.description.abstract This paper examined the relationship of stock market liquidity on Sri Lankan Non Financial firms' performance incorporated in the Colombo Stock Exchange (CSE) from 2015 to 2019. The ordinary least squares regression model was used to evaluate the relationship. Empirical findings endorse the stock market liquidity consequences of firm performance: stronger stock liquidity results in the firm’s higher performance. The empirical findings showed a positive relationship between stock market liquidity as measured by the Amivest measure and the firm output as measured by Tobin's Q. en_US
dc.language.iso en en_US
dc.publisher University of Jaffna en_US
dc.subject Amivest measure en_US
dc.subject Colombo Stock Exchange en_US
dc.subject firm performance en_US
dc.subject stock market liquidity en_US
dc.subject Tobin’s q en_US
dc.title Stock market liquidity and firm performance: Evidence from a Frontier Market en_US
dc.type Article en_US


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