Market liquidity asset pricing, risk, and crises /

"This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders, ri...

詳細記述

保存先:
書誌詳細
団体著者: ebrary, Inc
その他の著者: Amihud, Yakov, 1947-, Mendelson, Haim, Pedersen, Lasse Heje
フォーマット: 電子媒体 eBook
言語:英語
出版事項: Cambridge ; New York : Cambridge University Press, 2013.
主題:
オンライン・アクセス:An electronic book accessible through the World Wide Web; click to view
タグ: タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!