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About Liquidity and Asset Prices

Reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security's required return and discuss the empirical connection between the two.

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  • Language:
  • English
  • ISBN:
  • 9781933019123
  • Binding:
  • Paperback
  • Pages:
  • 108
  • Published:
  • February 14, 2006
  • Dimensions:
  • 234x159x6 mm.
  • Weight:
  • 170 g.
Delivery: 2-4 weeks
Expected delivery: January 26, 2025
Extended return policy to January 30, 2025
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Description of Liquidity and Asset Prices

Reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security's required return and discuss the empirical connection between the two.

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