Market Liquidity

Market Liquidity

4.11 - 1251 ratings - Source

This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.... from an anonymous referee and Filippos Papakonstantinou and Felipe Schwartzman for outstanding research assistantship. ... Risks of Financial Institutions conference, the Five Star conference, and American Finance Association Meeting.

Title:Market Liquidity
Author:Yakov Amihud, Haim Mendelson, Lasse Heje Pedersen
Publisher:Cambridge University Press - 2012-11-12


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