by Lasse Heje Pederson (Author), Yakov Amihud (Author), Haim Mendelson (Author)
Looks at the literature that studies the relationship between liquidity and asset prices. This work reviews the theoretical literature that predicts how liquidity affects a security's required return and discusses the empirical connection between the two.
Format: Illustrated
Pages: 108
Edition: Illustrated
Publisher: Now Publishers Inc
Published: 01 Dec 2005
ISBN 10: 9781933019
ISBN 13: 9781933019123