Market Liquidity : Asset Pricing, Risk, and Crises
Book Details
Format
Paperback / Softback
ISBN-10
0521139651
ISBN-13
9780521139656
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 12th, 2012
Print length
292 Pages
Weight
398 grams
Dimensions
15.40 x 22.90 x 1.60 cms
Product Classification:
Investment & securities
Ksh 6,400.00
Manufactured on Demand
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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.
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