Market Liquidity: Asset Pricing, Risk, and Crises
- ISBN-10
- 0521191769
- ISBN-13
- 9780521191760
- Category
- Business & Economics
- Pages
- 277
- Language
- English
- Published
- 2012-11-12
- Publisher
- Cambridge University Press
- Authors
- Yakov Amihud, Haim Mendelson, Lasse Heje Pedersen
Description
This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.
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Other editions
-
- 2013-04-04
- 424 pages
- Paperback
- Oxford University Press
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