Overview
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (6 chapters)
Keywords
About this book
Reviews
'Dr. Van Der Merwe's book is an excellent and comprehensive discussion of the nature and drivers of market liquidity risk and its impact on financial asset prices. The book seamlessly integrates theory and references to the academic literature with reviews of empirical evidence and practical applications. Market practitioners should find this book invaluable both as an introduction to the topic and an accessible current review of academic research in this area.' Christopher L. Culp, PhD, Johns Hopkins Institute of Applied Economics and Institut für Finanzmanagement, Universität Bern
'Andria van der Merwe has produced a superb analysis of liquidity. Not only does she explain why 'liquidity' is a much more profound concept than most of us might initially think, but also how our institutions create (and inhibit) it. Bottom line: liquidity is valuable and, as with all items of value, it is costly to obtain.' Jonathan I. Arnold, PhD, Formerly Chief Economist, Office of the New York Attorney General
About the author
Bibliographic Information
Book Title: Market Liquidity Risk
Book Subtitle: Implications for Asset Pricing, Risk Management, and Financial Regulation
Authors: Andria Merwe
DOI: https://doi.org/10.1057/9781137389237
Publisher: Palgrave Macmillan New York
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Nature America Inc. 2015
Hardcover ISBN: 978-1-137-39044-8Published: 21 July 2015
eBook ISBN: 978-1-137-38923-7Published: 12 January 2016
Edition Number: 1
Number of Pages: XIV, 200
Topics: Accounting/Auditing, Business Finance, Risk Management, Investments and Securities