Publication

2013 - Cambridge University Press, Cambridge, England

Language

English

Word Count

73,000 words, Guess

Page Count

292 pages

Identifiers

  • ISBN-100521191769
  • ISBN-139780521191760
  • ISBN-139780521139656
  • ISBN-100521139651
  • Library of Congress Control Number2012010868
and 4 more
  • OCLC Control Number780415776
  • Better World Books9780521139656
  • Better World Books9780521191760
  • Open LibraryOL25253338M

Classifications

  • DDC332.63/222
  • LCCHG178 .M37 2013
  • LCCHG178.M37 2013

Description

"This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders, risk managers, central bankers, performance evaluation, economic policy, regulation of financial markets, management of liquidity crises, and academic research. Liquidity and its converse, illiquidity, are elusive concepts: You know it when you see it, but it is hard to define. A liquid security is characterized by the ability to buy or sell large amounts of it at low cost. A good example is U.S. Treasury Bills, which can be sold in blocks of $20 million dollars instantaneously at the cost of a fraction of a basis point"--

Subjects

Other Editions

  • Market liquidity: asset pricing, risk, and crisesCambridge University Press2013-01-01

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