TY  - BOOK
AU  - Lhabitant,François-Serge
AU  - Gregoriou,Greg N.
TI  - Stock market liquidity: implications for market microstructure and asset pricing 
SN  - 9780470181690 
U1  - 332.642 22
PY  - 2008///
CY  - Hoboken, N.J.
PB  - J. Wiley & Sons
KW  - Stock exchanges
KW  - Liquidity (Economics)
KW  - Capital assets pricing model
KW  - Aufsatzsammlung
KW  - swd
N1  - Includes bibliographical references (p. 445-460) and index; Order imbalance, liquidity, and market returns / Tarun Chordia, Richard Roll, and Avanidhar Subrahmanyam -- Liquidity provision in the Hong Kong warrants market / 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 / 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 / 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? / 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 / 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 / Pankaj K. Jain and William F. Johnson -- Increasing the liquidity of shares in Chinese companies / Margaret Wang -- Stealth trading / Sugato Chakravarty -- Commonality in liquidity / Tarun Chordia, Richard Rol, l and Avanidhar Subrahmanyam -- On the dynamics of market illiquidity / Niklas Wagner -- Liquidity and returns / Tarun Chordia -- The multiple dimensions of market-wide liquidity / R. Burt Porter -- Managing illiquidity / Greg N. Gregoriou and François-Serge Lhabitant -- Liquidity asset pricing model in a segmented equity market / Zhian Chen and Peter Swan
UR  - http://www.loc.gov/catdir/enhancements/fy0739/2007026312-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0739/2007026312-t.html
UR  - http://www.loc.gov/catdir/enhancements/fy0806/2007026312-b.html
UR  - http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016215819&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
ER  -