Verfügbarkeit: Market liquidity | Technische Universität München

Market liquidity: asset pricing, risk, and crises

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Bibliographische Detailangaben
Beteilige Person:	Amihud, Yakov 1947- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York, NY Cambridge Univ. Press 2013
Ausgabe:	1. publ.
Schlagwörter:	Wertpapiermarkt Liquiditätsrisiko Liquidität
Links:	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
Umfang:	XIV, 277 S. graph. Darst.
ISBN:	9780521139656 9780521191760

Internformat

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Datensatz im Suchindex

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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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id	DE-604.BV040356513
illustrated	Illustrated
indexdate	2024-12-20T16:13:17Z
institution	BVB
isbn	9780521139656 9780521191760
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-025210457
oclc_num	812216038
open_access_boolean
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physical	XIV, 277 S. graph. Darst.
publishDate	2013
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publisher	Cambridge Univ. Press
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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
url	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
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