Stock market liquidity
implications for market microstructure and asset pricing
- ISBN: 9780470181690
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2008
- Lugar de la edición: West Sussex. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 473
- Idiomas: Inglés
This title provides a detailed look at the real role of liquidity in today's stock market. Market liquidity plays an important role in financial markets - affecting not only pricing, but also market anomalies. "Stock Market Liquidity" brings together the best financial minds in the world to discuss the issue fully. The various contributors to this comprehensive collection study liquidity along many different lines and answer important questions on international exchanges, market design, and impact on asset prices."Stock Market Liquidity" is an informative and insightful look into this area. Francois-Serge L'habitant, PhD (London, UK) is the Chief Investment Officer at Kedge Capital. He is also the author or coauthor of several books published by Wiley, including "Handbook of Hedge Funds" (978-0-470-02663-2). Greg N. Gregoriou, PhD (Plattsburgh, NY) is Professor of Finance in the School of Business and Economics at State University of New York (Plattsburgh). He is also the author or coauthor of several Wiley titles, including "Evaluating Hedge Fund and CTA Performance"
