Stock Market Liquidity

Stock Market Liquidity

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Market microstructure, the study of financial market frictions at a micro level, helps us refine our understanding of what may be driving market liquidity and provides tools to investors of all stripes to profit from this knowledge. In Stock Market Liquidity, editors and financial experts Francois-Serge Lhabitant and Greg Gregoriou bring together the best minds in the business to address this issue and discuss their thoughts on other innovative topics associated with liquidity in todaya€™s markets.My study attempts to fill this gap in two ways: by analyzing the market behavior around the real-time information arrivals; and by examining the resistance of this market structure to news arrivals with an extreme impact. Goldstein and Kavajecz anbsp;...


Title:Stock Market Liquidity
Author: François-Serge Lhabitant, Greg N. Gregoriou
Publisher:John Wiley & Sons - 2008-01-09
ISBN-13:

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