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Author : Wenjin Kang
Release : 2004
Genre : Capital market
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Towards a Better Understanding of Liquidity, Trading Behavior, and Stock Returns by : Wenjin Kang
Download or read book Towards a Better Understanding of Liquidity, Trading Behavior, and Stock Returns written by Wenjin Kang. This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yakov Amihud
Release : 2006
Genre : Business & Economics
Kind : eBook
Book Rating : 123/5 ( reviews)
Book Synopsis Liquidity and Asset Prices by : Yakov Amihud
Download or read book Liquidity and Asset Prices written by Yakov Amihud. This book was released on 2006. Available in PDF, EPUB and Kindle. Book excerpt: Liquidity and Asset Prices reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security's required return and discuss the empirical connection between the two. Liquidity and Asset Prices surveys the theory of liquidity-based asset pricing followed by the empirical evidence. The theory section proceeds from basic models with exogenous holding periods to those that incorporate additional elements of risk and endogenous holding periods. The empirical section reviews the evidence on the liquidity premium for stocks, bonds, and other financial assets.
Author : Craig Holden
Release : 2014-11-28
Genre : Business & Economics
Kind : eBook
Book Rating : 744/5 ( reviews)
Book Synopsis The Empirical Analysis of Liquidity by : Craig Holden
Download or read book The Empirical Analysis of Liquidity written by Craig Holden. This book was released on 2014-11-28. Available in PDF, EPUB and Kindle. Book excerpt: We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement literature has established standard measures of liquidity that apply to broad categories of market microstructure data. Specialized measures of liquidity have been developed to deal with data limitations in specific markets, to provide proxies from daily data, and to assess institutional trading programs. The general liquidity literature has established local cross-sectional patterns, global cross-sectional patterns, and time-series patterns.
Author : Abdourahmane Sarr
Release : 2002-12
Genre : Business & Economics
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Measuring Liquidity in Financial Markets by : Abdourahmane Sarr
Download or read book Measuring Liquidity in Financial Markets written by Abdourahmane Sarr. This book was released on 2002-12. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides an overview of indicators that can be used to illustrate and analyze liquidity developments in financial markets. The measures include bid-ask spreads, turnover ratios, and price impact measures. They gauge different aspects of market liquidity, namely tightness (costs), immediacy, depth, breadth, and resiliency. These measures are applied in selected foreign exchange, money, and capital markets to illustrate their operational usefulness. A number of measures must be considered because there is no single theoretically correct and universally accepted measure to determine a market's degree of liquidity and because market-specific factors and peculiarities must be considered.
Author :
Release : 1926
Genre : Securities
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Poor's Ratings by :
Download or read book Poor's Ratings written by . This book was released on 1926. Available in PDF, EPUB and Kindle. Book excerpt:
