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標題および責任表示
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Stock market liquidity : implications for market microstructure and asset pricing / François-Serge Lhabitant, Greg N. Gregoriou
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出版事項
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Hoboken, N.J. : Wiley , c2008
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形態
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xxiii, 475 p. : ill. ; 27 cm
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シリーズ名等
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Wiley finance series <BY03068001>//a
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巻号情報
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内容著作注記
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Order imbalance, liquidity, and market returns / Tarun Chordia, Richard Roll, and Avanidhar Subrahmanyam
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内容著作注記
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Liquidity provision in the Hong Kong warrants market : evidence from equity, derivative, and basket warrants / Paul Brockman and Dennis Y. Chung
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内容著作注記
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Liquidity issues in the money markets / Mark D. Griffiths, Valdimir Kotomin, and Drew B. Winters
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内容著作注記
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Liquidity and the retail investor : the Australian market for retail CDOs / Paul U. Ali
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内容著作注記
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Short-term interest rates volatility and liquidity risk / Cecilia Caglio, Giampaolo Gabbi, and Giovanna Zanotti
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内容著作注記
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Intraday liquidity in the Istanbul stock exchange / Cumhur Ekinci
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内容著作注記
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International portfolio allocations during the Asian financial crisis : evidence from U.S. closed-end funds / Kalok Chan, Kee-Hong Bae, and Wai-Ming Fong
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内容著作注記
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Evidence on the speed of convergence to market efficiency / Tarun Chordia, Richard Roll, and Avanidhar Subrahmanyam
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内容著作注記
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Does market structure matter? : trading costs and return volatility around exchange listings / Hendrik Bessembinder and Subhrendu Rath
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内容著作注記
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Tick size, market structure, and trading costs / William G. Christie, Jeffrey H. Harris, and Eugene Kandel
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内容著作注記
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Intraday market dynamics around public information arrivals / Angelo Ranaldo
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内容著作注記
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Returns, volatility and liquidity on the ASX : undisclosed versus disclosed limit orders / David E. Allen...[et al.]
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内容著作注記
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Earnings surprise and stealth trading / Sugato Chakravarty, Chiraphol N. Chiyachantana, and Christine Jiang
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内容著作注記
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The impact of interdealer trading on market liquidity under asymmetric information / Kees G. Koedijk, Mathijs A. van Dijk, and Irma W. van Leeuwen
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内容著作注記
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Trading technology and stock market liquidity : a global perspective / Pankaj K. Jain and William F. Johnson
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内容著作注記
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Increasing the liquidity of shares in Chinese companies / Margaret Wang
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内容著作注記
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Stealth trading : which traders' trades move stock prices? / Sugato Chakravarty
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内容著作注記
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Commonality in liquidity / Tarun Chordia, Richard Roll, and Avanidhar Subrahmanyam
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内容著作注記
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On the dynamics of market illiquidity / Niklas Wagner
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内容著作注記
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Liquidity and returns : the impact of inclusion into the S&P 500 Index / Tarun Chordia
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内容著作注記
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The multiple dimensions of marketwide liquidity : implications for asset pricing / R. Burt Porter
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内容著作注記
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Managing illiquidity : a hedge fund perspective / Greg N. Gregoriou and Francois-Serge Lhabitant
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内容著作注記
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Liquidity asset pricing model in a segmented equity market / Zhian Chen and Peter Swan
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注記
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Includes bibliographical references and index
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NCID
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BA84981360
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本文言語
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英語
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著者標目
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Lhabitant, François-Serge <AU00305203>
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著者標目
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Gregoriou, Greg N., 1956- <AU00289624>
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分類標目
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LCC:HG4521
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分類標目
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DC22:332.64/2
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件名標目等
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Stock exchanges
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件名標目等
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Liquidity (Economics)
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件名標目等
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Capital assets pricing model
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