000			03610cam a2200361 a 4500
001			131
003			BD-DhEU
005			20120520111424.0
008			120521s2008 njua b 001 0 eng
020			_a9780470181690
020			_a0470181699
040			_aDLC _beng _cDLC _dBAKER _dBTCTA _dC#P _dYDXCP _dNLGGC _dDEBBG _dOCL _dUKM _dDLC _dBD-DhEU
041			_aeng
082	0	0	_a332.642 _222 _bLHS 2008
245	0	0	_aStock market liquidity : _bimplications for market microstructure and asset pricing / _c[edited by] François-Serge Lhabitant, Greg N. Gregoriou.
260			_aHoboken, N.J. : _bJ. Wiley & Sons, _cc2008.
300			_axxiii, 475 p. : _bill. ; _c26 cm.
440		0	_aWiley finance series _9232
504			_aIncludes bibliographical references (p. 445-460) and index.
505	0		_aOrder 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.
590			_aMd. Kamrul Islam
650		0	_aStock exchanges. _91032
650		0	_aLiquidity (Economics) _9949
650		0	_aCapital assets pricing model. _91033
655		7	_aAufsatzsammlung. _2swd _91034
700	1		_aLhabitant, François-Serge. _91035
700	1		_aGregoriou, Greg N., _d1956- _91036
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0739/2007026312-d.html
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy0739/2007026312-t.html
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0806/2007026312-b.html
856	4	1	_3Table of contents _uhttp://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016215819&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
942			_2ddc _cBK
999			_c325 _d325