Market Liquidity: Theory, Evidence, and Policy

Market Liquidity: Theory, Evidence, and Policy

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Market Liquidity: Theory, Evidence, and Policy
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Market Liquidity: Theory, Evidence, and Policy

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Book Details

Publisher
Oxford University Press USA
Category
Business & Economics
Condition
New
ISBN-13
9780197542064
ISBN-10
0197542069

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Product description

ISBN: 0197542069

Author: Thierry Foucault

In the fully revised second edition of Market Liquidity, Thierry Foucault, Marco Pagano, and Ailsa Röell offer a comprehensive take on the liquidity of securities markets, its determinants, and its effects. Including new illustrative examples of market malfunction and novel insights from recent research on security markets, the authors bring readers up to speed on changes in market structures and financial regulation. New chapters cover the relationship between financial instability and market liquidity, as well as the role and effects of algorithmic and high-frequency trading.

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Market Liquidity: Theory, Evidence, and Policy

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