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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Bibliografski detalji
Autor kompanije: ebrary, Inc
Daljnji autori: Amihud, Yakov, 1947-, Mendelson, Haim, Pedersen, Lasse Heje
Format: Elektronički e-knjiga
Jezik:engleski
Izdano: Cambridge ; New York : Cambridge University Press, 2013.
Teme:
Online pristup:An electronic book accessible through the World Wide Web; click to view
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  • pt. 1. the effect of liquidity costs on securities prices and returns
  • pt. 2. Liquidity risk
  • pt. 3. Liquidity crises.