An edition of Stock market liquidity (2007)

Stock market liquidity

implications for market microstructure and asset pricing

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Stock market liquidity
François-Serge Lhabitant, Greg ...
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Last edited by MARC Bot
July 31, 2019 | History
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An edition of Stock market liquidity (2007)

Stock market liquidity

implications for market microstructure and asset pricing

by and

  • 2 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
J. Wiley & Sons
Language
English

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Previews available in: English

Subjects

Capital assets pricing model, Liquidity (Economics), Stock exchanges, International liquidity, Assets (accounting), Effectenhandel, Liquiditeit, Portfolio-analyse

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Edition Availability
Cover of: Stock Market Liquidity
Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing (Wiley Finance)
January 9, 2008, Wiley, J. Wiley & Sons
Hardcover in English
Libraries near you: WorldCat
Cover of: Stock market liquidity
Stock market liquidity: implications for market microstructure and asset pricing
2007, J. Wiley & Sons
in English
  • Not in Library
Libraries near you: WorldCat

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Book Details

Table of Contents

Order imbalance, liquidity, and market returns / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
Liquidity provision in the Hong Kong warrants market evidence from equity, derivative and basket warrants / Paul Brockman and Dennis Y. Chung
Liquidity issues in the money markets / Mark D. Griffiths, Valdimir Kotomin and Drew B. Winters
Liquidity and the retail investor : the Australian market for retail CDOs / Paul U. Ali
Short-term interest rates volatility and liquidity risk / Cecilia Caglio, Giampaolo Gabbi and Giovanna Zanotti
Intraday liquidity in the Istanbul exchange / Cumhur Ekinci
International portfolio allocations during the Asian financial crisis : evidence from U.S. closed-end funds / Kalok Chan, Kee-Hong Bae and Wai-Ming Fongc
Evidence on the speed of convergence to market efficiency / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
Does market structure matter? Trading costs and return volatility around exchange listings / Hendrik Bessembinder and Subhrendu Rath
Tick size, market structure and trading costs / William G. Christie, Jeffrey H. Harris and Eugene Kandel
Intraday market dynamics around public information arrivals / Angelo Ranaldo
Returns, volatility and liquidity on the ASX : undisclosed vs. disclosed limit orders / David E. Allen.. [et al.]
Earnings surprise and stealth trading / Sugato Chakravarty, Chiraphol N. Chiyachantana and Christine Jiang
The impact of inter-dealer trading on market liquidity under asymmetric information / Kees G. Koedijk, Mathijs A. van Dijk and Irma W. van Leeuwen
Trading technology and stock market liquidity : a global perspective / Pankaj K. Jain and William F. Johnson
Increasing the liquidity of shares in Chinese companies / Margaret Wang
Stealth trading : which traders' trades move prices? / Sugato Chakravarty
Commonality in liquidity / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
On the dynamics of market illiquidity / Niklas Wagner
Liquidity and returns : the impact of inclusion into the S&P 500 Index / Tarun Chordia
The multiple dimensions of market-wide liquidity : implications for asset pricing / R. Burt Porter
Managing illiquidity : a hedge fund perspective / Greg N. Gregoriou and Francois-Serge Lhabitant
Liquidity asset pricing model in a segmented equity market / Zhian Chen and Peter Swan.

Edition Notes

Includes bibliographical references and index.

Published in
Hoboken, NJ
Series
Wiley finance series

Classifications

Dewey Decimal Class
332.64/2
Library of Congress
HG4521 .S788 2007

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL24057063M
ISBN 13
9780470181690
LCCN
2007026312

Source records

Library of Congress MARC record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
July 31, 2019 Edited by MARC Bot associate edition with work OL18733527W
February 26, 2010 Created by ImportBot Imported from Library of Congress MARC record