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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 trader...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Amihud, Yakov, 1947-, Mendelson, Haim, Pedersen, Lasse Heje
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, 2013.
Temas:
Acceso en línea:Texto completo