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)
- 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 ...