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...

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Dettagli Bibliografici
Ente Autore: ebrary, Inc
Altri autori: Amihud, Yakov, 1947-, Mendelson, Haim, Pedersen, Lasse Heje
Natura: Elettronico eBook
Lingua:inglese
Pubblicazione: Cambridge ; New York : Cambridge University Press, 2013.
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Accesso online:An electronic book accessible through the World Wide Web; click to view
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