Market Liquidity
Language: en
Pages: 531
Authors: Thierry Foucault
Categories: Capital market
Type: BOOK - Published: 2023 - Publisher: Oxford University Press

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"The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical
Market Liquidity
Language: en
Pages: 293
Authors: Yakov Amihud
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: Cambridge University Press

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This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.
Liquidity, Markets and Trading in Action
Language: en
Pages: 111
Authors: Deniz Ozenbas
Categories: Business enterprises
Type: BOOK - Published: 2022 - Publisher: Springer Nature

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This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to tradin
Stock Market Liquidity
Language: en
Pages: 502
Authors: François-Serge Lhabitant
Categories: Business & Economics
Type: BOOK - Published: 2008-01-09 - Publisher: John Wiley & Sons

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Brings together today's best financial minds across the world to discuss the issue of liquidity in today's markets. It is often proxied by trade-based measures
The Financial Mathematics of Market Liquidity
Language: en
Pages: 302
Authors: Olivier Gueant
Categories: Business & Economics
Type: BOOK - Published: 2016-03-30 - Publisher: CRC Press

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This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. Th