Market Liquidity

Haim Mendelson, Lasse Heje Pedersen, Yakov Amihud

Cambridge University Press, 2012

157,50 €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
9780521191760
ISBN-10
0521191769
Publisher
Cambridge University Press
Year
2012
Publication date
2012-11-12
Pages
292
Dimensions
229x152x21
Weight
600