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Search - Market Liquidity: Asset Pricing, Risk, and Crises

Market Liquidity: Asset Pricing, Risk, and Crises
Market Liquidity Asset Pricing Risk and Crises
Author: Yakov Amihud, Haim Mendelson, Lasse Heje Pedersen
This book presents the theory and evidence on the effect of market liquidity and liquidity risk on asset prices and on overall securities market performance. Illiquidity means incurring a high transaction cost, which includes a large price impact when trading and facing a long time to unload a large position. Liquidity risk is higher if a securi...  more »
ISBN-13: 9780521139656
ISBN-10: 0521139651
Publication Date: 11/12/2012
Pages: 289
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Publisher: Cambridge University Press
Book Type: Paperback
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