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LEADER 04138cam a22005054a 4500

001 ocn156845773;

003 OCoLC;

005 20141212002412.0;

008 070622s2008 njua b 001 0 eng ;

010 a| 2007026312;

020 a| 9780470181690 (cloth);

020 a| 0470181699 (cloth);

035 a| (Sirsi) o156845773;

035 a| (OCoLC)156845773;

049 a| EREE;

050 00 a| HG4521b| .S788 2008;

082 00 a| 332.64/22| 22;

245 00 a| Stock market liquidity :b| implications for market microstructure and asset pricing /c| [edited by] François-Serge Lhabitant, Greg N. Gregoriou.;

300 a| xxiii, 475 pages :b| illustrations ;c| 26 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| Wiley finance series;

504 a| Includes bibliographical references (p. 445-460) and index.;

505 0 a| 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.;

650 0 a| Stock exchanges.=| ^A358225;

650 0 a| Liquidity (Economics)=| ^A45445;

650 0 a| Capital assets pricing model.=| ^A87368;

700 1 a| Lhabitant, François-Serge.=| ^A538051;

700 1 a| Gregoriou, Greg N.,d| 1956-=| ^A627913;

830 0 a| Wiley finance series.=| ^A517226;

856 42 3| Publisher descriptionu| http://www.loc.gov/catdir/enhancements/fy0739/2007026312-d.html;

856 41 3| Table of contents onlyu| http://www.loc.gov/catdir/enhancements/fy0739/2007026312-t.html;

856 42 3| Contributor biographical informationu| http://www.loc.gov/catdir/enhancements/fy0806/2007026312-b.html;

994 a| 92b| ERE;

910 a| PromptCat;

938 a| Baker & Taylorb| BKTYc| 95.00d| 71.25i| 0470181699n| 0007366017s| active;

938 a| Baker and Taylorb| BTCPn| BK0007366017;

938 a| YBP Library Servicesb| YANKn| 2712989;

980 a| 2008-02-13b| 95d| 0e| 79.8f| 338924g| 30372013029167h| 40015042936i| HG 4521 .S788 2008;

596 a| 1;

998 a| 1345280;

999 a| HG 4521 .S788 2008w| LCc| 1i| 30372013029167d| 1/9/2018e| 1/3/2018f| 3/18/2009g| 1l| JGESm| JOYNERn| 2r| Ys| Yt| JGESBKu| 2/21/2008x| BOOKz| JSTACKSo| .STAFF. 0;

Stock market liquidity : implications for market microstructure and asset pricing / [edited by] François-Serge Lhabitant, Greg N. Gregoriou.

Other author	Lhabitant, François-Serge.
Other author	Gregoriou, Greg N., 1956-
Format	Book
Publication Info	Hoboken, N.J. : J. Wiley & Sons, ©2008.
Description	xxiii, 475 pages : illustrations ; 26 cm.
Supplemental Content	Publisher description
Supplemental Content	Table of contents only
Supplemental Content	Contributor biographical information
Subjects	Stock exchanges. Liquidity (Economics) Capital assets pricing model.

Series	Wiley finance series Wiley finance series. ^A517226
Contents	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.
Bibliography note	Includes bibliographical references (p. 445-460) and index.
LCCN	2007026312
ISBN	9780470181690 (cloth)
ISBN	0470181699 (cloth)

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Joyner	General Stacks	HG 4521 .S788 2008	✔ Available	Place Hold

Stock market liquidity : implications for market microstructure and asset pricing / [edited by] François-Serge Lhabitant, Greg N. Gregoriou.

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