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ISBN 13 : 978-0199936243

Sommaire : Preface
Introduction
0.1 What is this book about?
0.2 Why should we care?
0.3 Some puzzles
0.4 The three dimensions of liquidity

I Institutions

1 Market structure and trading mechanics
2 Measuring liquidity
3 Order flow, liquidity and securities price dynamics
4 Trade size and market depth
5 Estimating the determinants of market illiquidity

II Market Design and Regulation

6 Limit order book markets
7 Market fragmentation
8 Market transparency

III Implications for Asset Prices, Financial Crises and Corporate Policies
9 Liquidity and Asset Prices
10 Liquidity, price discovery and corporate policies
References
Index

Langue : Anglais

Lieu d'édition : OXFORD

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque