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: Registered
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: Shamim Ahmed and Thanaset Chevapatrakul

Division: Industrial Economics and Finance


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Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667
email: business-enquiries@nottingham.ac.uk