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Liquidity as Risk Factor in Asset Pricing Models for Predicting Expected Stock Returns: A Bibliometric Review

In: Financial Markets and Corporate Finance

Author

Listed:
  • C. P. M. Khadeeja Farhana

    (Farook College (Autonomous), University of Calicut)

  • P. Abdul Azees

    (Farook College (Autonomous), University of Calicut)

Abstract

The purpose of this paper is to give theoretical review on liquidity in asset pricing models for predicting expected stock return through bibliometric analysis to provide an overview of current research and future trends in this area. Excel, VOS Viewer, and Biblioshiny evaluated 933 Scopus-indexed journal articles from 2000 to 2022. Clustering documents for bibliographic coupling identifies themes and future scope in this field. The number of articles that have been published has grown over time. Thematic mapping has shed light on the specialized and new themes that are being explored in the area. Four key research streams have been identified in this area. These models must accurately reflect asset risk and return to make informed investing decisions. This research fills the gap in literature by bibliometrically analyzing liquidity factors in asset pricing models and evaluating empirical investigations in the form of empirical reviews to determine future research agendas.

Suggested Citation

  • C. P. M. Khadeeja Farhana & P. Abdul Azees, 2024. "Liquidity as Risk Factor in Asset Pricing Models for Predicting Expected Stock Returns: A Bibliometric Review," Springer Proceedings in Business and Economics, in: Shveta Singh & Sonali Jain (ed.), Financial Markets and Corporate Finance, chapter 0, pages 59-85, Springer.
    • Handle: RePEc:spr:prbchp:978-981-97-6242-2_4
    DOI: 10.1007/978-981-97-6242-2_4
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