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Stock Market Liquidity: Implications For Market Microstructure And Asset Pricing (wiley Finance) by François-serge Lhabitant, Greg N. Gregoriou is a book available to read on EtoBox.

What is Stock Market Liquidity: Implications For Market Microstructure And Asset Pricing (wiley Finance) about?

Order imbalance, liquidity, and market returns / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam Liquidity provision in the Hong Kong warrants market evidence from equity, derivative and basket warrants / Paul Brockman and Dennis Y. Chung Liquidity issues in the money markets / Mark D. Griffiths, Valdimir Kotomin and Drew B. Winters Liquidity and the retail investor : the Australian market for retail CDOs / Paul U. Ali Short-term interest rates volatility and liquidity risk / Cecilia Caglio, Giampaolo Gabbi and Giovanna Zanotti Intraday liquidity in the Istanbul exchange / Cumhur Ekinci International portfolio allocations during the Asian financial crisis : evidence from U.S. closed-end funds / Kalok Chan, Kee-Hong Bae and Wai-Ming Fongc Evidence on the speed of convergence to market efficiency / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam Does market structure matter? Trading costs and return volatility around exchange listings / Hendrik Bessembinder and Subhrendu Rath Tick size, market structure and trading costs / William G. Christie, Jeffrey H. Harris and Eugene Kandel Intraday market dynamics around public information arrivals / Angelo Ranaldo Returns, volati

Author

François-serge Lhabitant, Greg N. Gregoriou

Publisher

Wiley; J. Wiley & Sons

Published

2007

Language

EN

ISBN

9780470181690

Subjects

Economics, Finance, Business

Updated

2026-03-24