Market liquidity : asset pricing, risk, and crises /

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"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:
Liquidity (Economics)
Securities > Prices.
Liquidité (Économie politique)
Valeurs mobilières > Prix.
BUSINESS & ECONOMICS > Accounting > Financial.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Liquidez
Securities > Prices
Wertpapiermarkt
Preisbildung
Liquidität
Acceso en línea:Texto completo
Tabla de Contenidos:
  • pt. 1. the effect of liquidity costs on securities prices and returns
  • pt. 2. Liquidity risk
  • pt. 3. Liquidity crises.

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