The Empirical Analysis of Liquidity PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download The Empirical Analysis of Liquidity PDF full book. Access full book title The Empirical Analysis of Liquidity by Craig Holden. Download full books in PDF and EPUB format.

The Empirical Analysis of Liquidity

The Empirical Analysis of Liquidity PDF Author: Craig Holden
Publisher: Now Publishers
ISBN: 9781601988744
Category : Business & Economics
Languages : en
Pages : 90

Book Description
We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement literature has established standard measures of liquidity that apply to broad categories of market microstructure data. Specialized measures of liquidity have been developed to deal with data limitations in specific markets, to provide proxies from daily data, and to assess institutional trading programs. The general liquidity literature has established local cross-sectional patterns, global cross-sectional patterns, and time-series patterns.
➤