Market Liquidity

Market Liquidity

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This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.This article establishes the relation between stock market crashes and liqa€” uidity shocks, presenting evidence from the ... Leading into the crash, there were a number of days of negative news and sharp price declines, which triggered sell- offanbsp;...

Title:Market Liquidity
Author:Yakov Amihud, Haim Mendelson, Lasse Heje Pedersen
Publisher:Cambridge University Press - 2012-11-12


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