Stock market liquidity : implications for market microstructure and asset pricing
著者
書誌事項
Stock market liquidity : implications for market microstructure and asset pricing
（Wiley finance series）
Wiley, c2008
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注記
Includes bibliographical references and index
収録内容
- 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 stock 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 Fong
- 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, volatility and liquidity on the ASX : undisclosed versus disclosed limit orders / David E. Allen...[et al.]
- Earnings surprise and stealth trading / Sugato Chakravarty, Chiraphol N. Chiyachantana, and Christine Jiang
- The impact of interdealer trading on market liquidity under asymmetric information / Kees G. Koedijk, Mathijs A. van Dijk, and Irma W. van Leeuwen
- Trading technology and stock market liquidity : a global perspective / Pankaj K. Jain and William F. Johnson
- Increasing the liquidity of shares in Chinese companies / Margaret Wang
- Stealth trading : which traders' trades move stock prices? / Sugato Chakravarty
- Commonality in liquidity / Tarun Chordia, Richard Roll, and Avanidhar Subrahmanyam
- On the dynamics of market illiquidity / Niklas Wagner
- Liquidity and returns : the impact of inclusion into the S&P 500 Index / Tarun Chordia
- The multiple dimensions of marketwide liquidity : implications for asset pricing / R. Burt Porter
- Managing illiquidity : a hedge fund perspective / Greg N. Gregoriou and Francois-Serge Lhabitant
- Liquidity asset pricing model in a segmented equity market / Zhian Chen and Peter Swan
