Empirical Analysis of Liquidity - Foundations and Trends in Finance (Paperback)Craig Holden (author)
Paperback 116 Pages / Published: 05/03/2015
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This monograph provides a synthesis of the empirical evidence on market liquidity. The authors start with an overview of how liquidity is measured and specialized issues in liquidity measurement. The literature on liquidity and asset pricing demonstrates that both average liquidity cost and liquidity risk are priced, liquidity enhances market efficiency, and liquidity strengthens the arbitrage linkage between related markets.
Publisher: now publishers Inc
Number of pages: 116
Weight: 177 g
Dimensions: 234 x 156 x 6 mm
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