Book Review of Market Liquidity: Asset Pricing, Risk, and Crises by Yakov Amihud, Haim Mendelson, and Lasse Heje Pedersen
Quantitative Finance, Vol. 14, No. 2, (2014), pp. 211-212.
3 Pages Posted: 2 May 2013 Last revised: 31 Dec 2013
Date Written: August 1, 2013
Abstract
This is a book review of Market Liquidity: Asset Pricing, Risk, and Crises by Yakov Amihud, Haim Mendelson, and Lasse Heje Pedersen.
Keywords: Microstructure, Liquidity, Asset Pricing, Risk, Crises
JEL Classification: E44, G00, G10, G12, G18, G28
Suggested Citation: 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: https://ssrn.com/abstract=2258496
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