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

Fernando, W. M. D. N; Samarakoon, S. M. R. K.

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	2022-03-09T18:50:57Z
dc.date.available	2021-04-20T08:27:00Z
dc.date.available	2022-03-09T18:50:57Z
dc.date.issued	2020
dc.identifier.issn	2478-1126
dc.identifier.uri	http://drr.vau.ac.lk/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	Conference paper	en_US