Market liquidity: asset pricing, risk, and crises
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Cambridge Univ. Press
2013
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIV, 277 S. graph. Darst. |
| ISBN: | 9780521139656 9780521191760 |
Internformat
MARC
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| 250 | |a 1. publ. | ||
| 264 | 1 | |a New York, NY |b Cambridge Univ. Press |c 2013 | |
| 300 | |a XIV, 277 S. |b graph. Darst. | ||
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| 700 | 1 | |a Pedersen, Lasse Heje |e Sonstige |0 (DE-588)129563676 |4 oth | |
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Datensatz im Suchindex
| _version_ | 1804149395747241984 |
|---|---|
| adam_text | Contents
Acknowledgments page
vii
Introduction and Overview of the Book
ix
PART I. THE EFFECT OF LIQUIDITY COSTS ON SECURITIES
PRICES AND RETURNS
Introduction and Overview
]
1
Asset Pricing and the Bid-Ask Spread
Summary and Implications
9
Article by Yakov Amihud and Haint Mendelson
18
2
Liquidity, Maturity, and the Yields on U.S. Treasury Securities
Summary and Implications
47
Article by Yakov Amihud and Haim Mendelson
52
3
Market Microstructure and Securities Values: Evidence from the
Tel Aviv Stock Exchange
Summary and Implications
69
Article by Yakov Amihud, Haim Mendehon, and Bent
Lauterbach 72
PARTII.
LIQUIDITY RISK
Introduction and Overview
101
4
Illiquidity and Stock Returns: Cross-Section and Time-Series
Effects
Summary and Implications
105
Article by Yakov Amihud
110
5
Asset Pricing with Liquidity Risk
Summary and Implications
137
Article by Viral V. Acharya and
lasse
He
je Pedersen 143
vi
Contents
PARTIU.
LIQUIDITY
CRISES
Introduction and Overview
185
6
Market Liquidity and Funding Liquidity
Summary and Implications
196
Article by
Markus
К.
Brunnermeier and
Lasse
Heje Pedersen
199
7
Liquidity and the
1987
Stock Market Crash
Summary and Implications
245
Article by Yakov Amihud, Haim Mendelson, and Robert Wood
248
8
Slow Moving Capital
Summary and Implications
258
Article by Mark
Mitchell, Lasse Heje
Pederseny and Todd Pulvino
260
References for Introductions and Summaries
271
Index
275
|
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| illustrated | Illustrated |
| indexdate | 2024-07-10T00:22:21Z |
| institution | BVB |
| isbn | 9780521139656 9780521191760 |
| language | English |
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| spelling | Amihud, Yakov 1947- Verfasser (DE-588)170192679 aut Market liquidity asset pricing, risk, and crises Yakov Amihud ; Haim Mendelson ; Lasse Heje Pedersen 1. publ. New York, NY Cambridge Univ. Press 2013 XIV, 277 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wertpapiermarkt (DE-588)4189708-0 gnd rswk-swf Liquiditätsrisiko (DE-588)4314333-7 gnd rswk-swf Liquidität (DE-588)4035908-6 gnd rswk-swf Liquidität (DE-588)4035908-6 s Liquiditätsrisiko (DE-588)4314333-7 s Wertpapiermarkt (DE-588)4189708-0 s b DE-604 Mendelson, Haim Sonstige (DE-588)123042534 oth Pedersen, Lasse Heje Sonstige (DE-588)129563676 oth Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025210457&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Amihud, Yakov 1947- Market liquidity asset pricing, risk, and crises Wertpapiermarkt (DE-588)4189708-0 gnd Liquiditätsrisiko (DE-588)4314333-7 gnd Liquidität (DE-588)4035908-6 gnd |
| subject_GND | (DE-588)4189708-0 (DE-588)4314333-7 (DE-588)4035908-6 |
| title | Market liquidity asset pricing, risk, and crises |
| title_auth | Market liquidity asset pricing, risk, and crises |
| title_exact_search | Market liquidity asset pricing, risk, and crises |
| title_full | Market liquidity asset pricing, risk, and crises Yakov Amihud ; Haim Mendelson ; Lasse Heje Pedersen |
| title_fullStr | Market liquidity asset pricing, risk, and crises Yakov Amihud ; Haim Mendelson ; Lasse Heje Pedersen |
| title_full_unstemmed | Market liquidity asset pricing, risk, and crises Yakov Amihud ; Haim Mendelson ; Lasse Heje Pedersen |
| title_short | Market liquidity |
| title_sort | market liquidity asset pricing risk and crises |
| title_sub | asset pricing, risk, and crises |
| topic | Wertpapiermarkt (DE-588)4189708-0 gnd Liquiditätsrisiko (DE-588)4314333-7 gnd Liquidität (DE-588)4035908-6 gnd |
| topic_facet | Wertpapiermarkt Liquiditätsrisiko Liquidität |
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