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

Current Status: Submitted
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: Jian Chen, Minjia Chen and Lina Song

Division: Finance, Risk and Banking

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Nottingham University Business School

Jubilee Campus

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667