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Market Liquidity: Asset Pricing, Risk, and Crises Yakov Amihud
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Market Liquidity: Asset Pricing, Risk, and Crises
Yakov Amihud
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.
292 pages, 32 b/w illus. 27 tables
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 12 de noviembre de 2012 |
| ISBN13 | 9780521191760 |
| Editores | Cambridge University Press |
| Páginas | 292 |
| Dimensiones | 152 × 229 × 21 mm · 600 g |
| Lengua | Inglés |
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