Stock market liquidity : implications for market microstructure and asset pricing /

Stock market liquidity : implications for market microstructure and asset pricing / edited by François-Serge Lhabitant and Greg N. Gregoriou - Hoboken, N. J. : J. Wiley & Sons, 2008 - xxiii, 475 pages : illustrations ; 26 cm.

Includes bibliographical references (p. 445-460) and index.

9780470181690


Stock exchanges.
Liquidity (Economics)
Capital assets pricing model.

HG4521.S788 / LHA