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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| Autor Corporativo: | |
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| Outros Autores: | , , |
| Formato: | Recurso Electrónico livro electrónico |
| Idioma: | inglês |
| Publicado em: |
Cambridge ; New York :
Cambridge University Press,
2013.
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| Assuntos: | |
| Acesso em linha: | An electronic book accessible through the World Wide Web; click to view |
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Sumário:
- pt. 1. the effect of liquidity costs on securities prices and returns
- pt. 2. Liquidity risk
- pt. 3. Liquidity crises.