Yakov Amihud: Market Liquidity | Taschenbuch

Cover: 9780521139656 | Market Liquidity | Yakov Amihud (u. a.) | Taschenbuch | Paperback

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Sprache: Englisch

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Beschreibung

This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.

Über den Autor

Yakov Amihud is the Ira Rennert Professor of Finance at the Stern School of Business, New York University. His published research focuses on the effects of the liquidity of stocks and bonds on their returns and values and the design and evaluation of securities markets' trading methods and systems. On these topics, Professor Amihud has advised the New York Stock Exchange, American Stock Exchange, Chicago Board of Options Exchange, Chicago Board of Trade and other securities markets. He has published more than ninety research articles in professional journals and in books and edited and co-edited five books on securities market design, international finance, leveraged buyouts and bank mergers and acquisitions.

Inhaltsverzeichnis

Introduction Yakov Amihud, Haim Mendelson and Lasse Heje Pedersen; Part I. Liquidity: The Effect of Trading Costs on Securities Prices and Returns: 1. Asset pricing and the bid-ask spread Yakov Amihud and Haim Mendelson; 2. Liquidity, maturity, and the yield on US Treasury securities Yakov Amihud and Haim Mendelson; 3. Market microstructure and securities values: evidence from the Tel Aviv stock exchange Yakov Amihud, Haim Mendelson and Beni Lauterbach; Part II. Liquidity Risk: 4. Illiquidity and stock returns: cross-section and time-series effects Yakov Amihud; 5. Asset pricing with liquidity risk Viral V. Acharya and Lasse Heje Pedersen; Part III. Liquidity Crises: 6. Market liquidity and funding liquidity Markus Brunnermeier and Lasse Heje Pedersen; 7. Liquidity and the 1987 stock market crash Yakov Amihud, Haim Mendelson and Robert A. Wood; 8. Slow moving capital Mark Mitchell, Lasse Heje Pedersen and Todd Pulvino.

Erscheinungsjahr:	2015
Fachbereich:	Allgemeines
Genre:	Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
ISBN-13:	9780521139656
ISBN-10:	0521139651
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Amihud, Yakov Mendelson, Haim Pedersen, Lasse Heje
Hersteller:	Cambridge University Press
Maße:	229 x 152 x 18 mm
Von/Mit:	Yakov Amihud (u. a.)
Erscheinungsdatum:	01.10.2015
Gewicht:	0,478 kg

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