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The Resource Stock market liquidity : implications for market microstructure and asset pricing, Francois-Serge Lhabitant, Greg N. Gregoriou

Stock market liquidity : implications for market microstructure and asset pricing, Francois-Serge Lhabitant, Greg N. Gregoriou

Label
Stock market liquidity : implications for market microstructure and asset pricing
Title
Stock market liquidity
Title remainder
implications for market microstructure and asset pricing
Statement of responsibility
Francois-Serge Lhabitant, Greg N. Gregoriou
Contributor
Subject
Language
eng
Cataloging source
DLC
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1956-
http://library.link/vocab/relatedWorkOrContributorName
  • Lhabitant, Francois-Serge
  • Gregoriou, Greg N.
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Stock exchanges
  • Liquidity (Economics)
  • Capital assets pricing model
Label
Stock market liquidity : implications for market microstructure and asset pricing, Francois-Serge Lhabitant, Greg N. Gregoriou
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Contents
  • Pt. 1.
  • Liquidity across Markets and Exchanges
  • p. 3
  • Ch. 1.
  • Order Imbalance, Liquidity, and Market Returns/
  • Tarun Chordia
  • Richard Roll
  • Avanidhar Subrahmanyam
  • Ch. 2.
  • Liquidity Provision in the Hong Kong Warrants Market/
  • Paul Brockman
  • Dennis Y. Chung
  • p. 23
  • p. 43
  • Ch. 3.
  • Liquidity Issues in the Money Markets/
  • Mark D. Griffiths
  • Vladimir Kotomin
  • Drew B. Winters
  • Ch. 4.
  • Liquidity and the Retail Investor/
  • Paul U. Ali
  • p. 59
  • p. 67
  • Ch. 5.
  • Short-Term Interest Rates Volatility and Liquidity Risk/
  • Cecilia Caglio
  • Giampaolo Gabbi
  • Giovanna Zanotti
  • Ch. 6.
  • Intraday Liquidity in the Istanbul Stock Exchange/
  • Cumhur Ekinci
  • p. 77
  • p. 95
  • Ch. 7.
  • International Portfolio Allocations during the Asian Financial Crisis/
  • Kalok Chan
  • Kee-Hong Bae
  • Wai-Ming Fong
  • Pt. 2.
  • Market Design, Corporate Events, and Liquidity
  • p. 117
  • Ch. 8.
  • Evidence on the Speed of Convergence to Market Efficiency/
  • Tarun Chordia
  • Richard Roll
  • Avanidhar Subrahmanyam
  • Ch. 9.
  • Does Market Structure Matter?/
  • Hendrik Bessembinder
  • Subhrendu Rath
  • p. 149
  • p. 173
  • Ch. 10.
  • Tick Size, Market Structure, and Trading Costs/
  • William G. Christie
  • Jeffrey H. Harris
  • Eugene Kandel
  • Ch. 11.
  • Intraday Market Dynamics around Public Information Arrivals/
  • Angela Ranaldo
  • p. 199
  • Joey Wenling Yang
  • p. 227
  • Ch. 12.
  • Returns, Volatility, and Liquidity on the ASX/
  • David E. Allen
  • Alexander Shu Sing Cheng
  • Carole Comerton-Forde
  • p. 247
  • Ch. 13.
  • Earnings Surprise and Stealth Trading/
  • Sugato Chakravarty
  • Chiraphol N. Chiyachantana
  • Christine Jiang
  • p. 267
  • Ch. 14.
  • Impact of Interdealer Trading on Market Liquidity under Asymmetric Information/
  • Kees G. Koedijk
  • Mathijs A. van Dijk
  • Irma W. van Leeuwen
  • Ch. 15.
  • Trading Technology and Stock Market Liquidity/
  • Pankaj K. Jain
  • William F. Johnson
  • p. 287
  • Ch. 16.
  • Increasing the Liquidity of Shares in Chinese Companies/
  • Margaret Wang
  • p. 301
  • Pt. 3.
  • Asset Pricing, Liquidity Risk, Merger Arbitrage, and Valuation
  • Ch. 17.
  • Stealth Trading/
  • Sugato Chakravarty
  • p. 311
  • p. 327
  • Ch. 18.
  • Commonality in Liquidity/
  • Tarun Chordia
  • Richard Roll
  • Avanidhar Subrahmanyam
  • Ch. 19.
  • On the Dynamics of Market Illiquidity/
  • Niklas Wagner
  • p. 349
  • Ch. 20.
  • Liquidity and Returns/
  • Tarun Chordia
  • p. 359
  • Ch. 21.
  • Multiple Dimensions of Marketwide Liquidity/
  • R. Burt Porter
  • p. 387
  • Ch. 22.
  • Managing Illiquidity/
  • Greg N. Gregoriou
  • Francois-Serge Lhabitant
  • p. 407
  • Ch. 23.
  • Liquidity Asset Pricing Model in a Segmented Equity Market/
  • Zhian Chen
  • Peter Swan
  • p. 417
  • Notes.
  • p. 445
  • Index.
  • p. 461
Control code
982007026312
Dimensions
26 cm.
Extent
xxiii, 475 p.
Isbn
9780470181690
Lccn
2007026312
Label
Stock market liquidity : implications for market microstructure and asset pricing, Francois-Serge Lhabitant, Greg N. Gregoriou
Publication
Bibliography note
Includes bibliographical references and index
Contents
  • Pt. 1.
  • Liquidity across Markets and Exchanges
  • p. 3
  • Ch. 1.
  • Order Imbalance, Liquidity, and Market Returns/
  • Tarun Chordia
  • Richard Roll
  • Avanidhar Subrahmanyam
  • Ch. 2.
  • Liquidity Provision in the Hong Kong Warrants Market/
  • Paul Brockman
  • Dennis Y. Chung
  • p. 23
  • p. 43
  • Ch. 3.
  • Liquidity Issues in the Money Markets/
  • Mark D. Griffiths
  • Vladimir Kotomin
  • Drew B. Winters
  • Ch. 4.
  • Liquidity and the Retail Investor/
  • Paul U. Ali
  • p. 59
  • p. 67
  • Ch. 5.
  • Short-Term Interest Rates Volatility and Liquidity Risk/
  • Cecilia Caglio
  • Giampaolo Gabbi
  • Giovanna Zanotti
  • Ch. 6.
  • Intraday Liquidity in the Istanbul Stock Exchange/
  • Cumhur Ekinci
  • p. 77
  • p. 95
  • Ch. 7.
  • International Portfolio Allocations during the Asian Financial Crisis/
  • Kalok Chan
  • Kee-Hong Bae
  • Wai-Ming Fong
  • Pt. 2.
  • Market Design, Corporate Events, and Liquidity
  • p. 117
  • Ch. 8.
  • Evidence on the Speed of Convergence to Market Efficiency/
  • Tarun Chordia
  • Richard Roll
  • Avanidhar Subrahmanyam
  • Ch. 9.
  • Does Market Structure Matter?/
  • Hendrik Bessembinder
  • Subhrendu Rath
  • p. 149
  • p. 173
  • Ch. 10.
  • Tick Size, Market Structure, and Trading Costs/
  • William G. Christie
  • Jeffrey H. Harris
  • Eugene Kandel
  • Ch. 11.
  • Intraday Market Dynamics around Public Information Arrivals/
  • Angela Ranaldo
  • p. 199
  • Joey Wenling Yang
  • p. 227
  • Ch. 12.
  • Returns, Volatility, and Liquidity on the ASX/
  • David E. Allen
  • Alexander Shu Sing Cheng
  • Carole Comerton-Forde
  • p. 247
  • Ch. 13.
  • Earnings Surprise and Stealth Trading/
  • Sugato Chakravarty
  • Chiraphol N. Chiyachantana
  • Christine Jiang
  • p. 267
  • Ch. 14.
  • Impact of Interdealer Trading on Market Liquidity under Asymmetric Information/
  • Kees G. Koedijk
  • Mathijs A. van Dijk
  • Irma W. van Leeuwen
  • Ch. 15.
  • Trading Technology and Stock Market Liquidity/
  • Pankaj K. Jain
  • William F. Johnson
  • p. 287
  • Ch. 16.
  • Increasing the Liquidity of Shares in Chinese Companies/
  • Margaret Wang
  • p. 301
  • Pt. 3.
  • Asset Pricing, Liquidity Risk, Merger Arbitrage, and Valuation
  • Ch. 17.
  • Stealth Trading/
  • Sugato Chakravarty
  • p. 311
  • p. 327
  • Ch. 18.
  • Commonality in Liquidity/
  • Tarun Chordia
  • Richard Roll
  • Avanidhar Subrahmanyam
  • Ch. 19.
  • On the Dynamics of Market Illiquidity/
  • Niklas Wagner
  • p. 349
  • Ch. 20.
  • Liquidity and Returns/
  • Tarun Chordia
  • p. 359
  • Ch. 21.
  • Multiple Dimensions of Marketwide Liquidity/
  • R. Burt Porter
  • p. 387
  • Ch. 22.
  • Managing Illiquidity/
  • Greg N. Gregoriou
  • Francois-Serge Lhabitant
  • p. 407
  • Ch. 23.
  • Liquidity Asset Pricing Model in a Segmented Equity Market/
  • Zhian Chen
  • Peter Swan
  • p. 417
  • Notes.
  • p. 445
  • Index.
  • p. 461
Control code
982007026312
Dimensions
26 cm.
Extent
xxiii, 475 p.
Isbn
9780470181690
Lccn
2007026312

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      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
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