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.