Abstract

http://ssrn.com/abstract=2258496
 


 



Book Review of Market Liquidity: Asset Pricing, Risk, and Crises by Yakov Amihud, Haim Mendelson, and Lasse Heje Pedersen


Robert A. Korajczyk


Northwestern University - Kellogg School of Management

August 1, 2013

Quantitative Finance, Vol. 14, No. 2, (2014), pp. 211-212.

Abstract:     
This is a book review of Market Liquidity: Asset Pricing, Risk, and Crises by Yakov Amihud, Haim Mendelson, and Lasse Heje Pedersen.

Number of Pages in PDF File: 3

Keywords: Microstructure, Liquidity, Asset Pricing, Risk, Crises

JEL Classification: E44, G00, G10, G12, G18, G28

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Date posted: May 2, 2013 ; Last revised: December 31, 2013

Suggested Citation

Korajczyk, Robert A., Book Review of Market Liquidity: Asset Pricing, Risk, and Crises by Yakov Amihud, Haim Mendelson, and Lasse Heje Pedersen (August 1, 2013). Quantitative Finance, Vol. 14, No. 2, (2014), pp. 211-212.. Available at SSRN: http://ssrn.com/abstract=2258496

Contact Information

Robert A. Korajczyk (Contact Author)
Northwestern University - Kellogg School of Management ( email )
2001 Sheridan Road
Evanston, IL 60208
United States
847-491-8336 (Phone)
847-491-5719 (Fax)
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