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

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

Robert A. Korajczyk (Contact Author)

Northwestern University - Kellogg School of Management ( email )

2211 Campus Drive, Room 4357
Evanston, IL 60208-0898
United States
847-491-8336 (Phone)
847-491-7781 (Fax)

HOME PAGE: http://www.kellogg.northwestern.edu/faculty/directory/korajczyk_robert.aspx#research

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
303
Abstract Views
1,520
rank
147,964
PlumX Metrics