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  E-mail Message: I thought you might be interested in this item at http://cornell.worldcat.org/oclc/780415776 Title: Market liquidity : asset pricing, risk, and crises Author: Yakov Amihud; Haim Mendelson; Lasse Heje Pedersen Publisher: Cambridge : Cambridge University Press, 2013. ISBN/ISSN: 9780521191760 0521191769 9780521139656 0521139651 OCLC:780415776

  
  

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Subjects

• Liquidity (Economics)
• Securities -- Prices.
• BUSINESS & ECONOMICS -- Accounting -- Financial.

Similar Items

Market liquidity : asset pricing, risk, and crises

Author:	Yakov Amihud; Haim Mendelson; Lasse Heje Pedersen
Publisher:	Cambridge : Cambridge University Press, 2013.
Edition/Format:	Book : EnglishView all editions and formats
Summary:	"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"--  Read more...