Amihud, Yakov

Libros de: Amihud, Yakov

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  • Market Liquidity "Asset Pricing, Risk, and Crisis"

    Amihud, Yakov Mendelson, Haim Pedersen, Lasse Heje

    Cambridge University Press (2012)

    valoración

    • EAN: 9780521139656
    • Páginas: 289
    • Fecha de edición: 2012

    pvp.30,45 €

    Disponible entre 11 y 20 dias

    This book presents the theory and evidence on the effect of market liquidity and liquidity risk on asset prices and on overall securities market performance. Illiquidity means incurring a high transaction cost, which includes a ...