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ISBN 13 : 978-0521191760

eISBN : 9781139548991

Sommaire :
Contributors: Yakov Amihud, Haim Mendelson, Lasse Heje Pedersen, Beni Lauterbach, Viral V. Acharya, Markus Brunnermeier, Robert A. Wood, Todd Pulvino, Mark Mitchell.

Introduction
Part I. Liquidity: The Effect of Trading Costs on Securities Prices and Returns

1. Asset pricing and the bid-ask spread
2. Liquidity, maturity, and the yield on US Treasury securities
3. Market microstructure and securities values: evidence from the Tel Aviv stock exchange

Part II. Liquidity Risk

4. Illiquidity and stock returns: cross-section and time-series effects
5. Asset pricing with liquidity risk

Part III. Liquidity Crises

6. Market liquidity and funding liquidity
7. Liquidity and the 1987 stock market crash
8. Slow moving capital

Langue : Français

Lieu d'édition : CAMBRIDGE

Localisation : Bibliothèque Campus de Nice

Etat : Présent

Propriétaire : Bibliothèque