Market Liquidity

Haim Mendelson, Lasse Heje Pedersen, Yakov Amihud

Cambridge University Press, 2012

62,25 €On orderDelivery: 2-3 weeks

This book is about the pricing of liquidity in securities markets. The book then explains how liquidity crises create downward price and liquidity spirals. The analysis has implications for traders, risk managers, performance evaluation, economic policy, regulation of financial markets, management of liquidity crises and academic research.

ISBN-13
9780521139656
ISBN-10
0521139651
Publisher
Cambridge University Press
Year
2012
Publication date
2012-11-12
Pages
292
Dimensions
154x229x16
Weight
398