Market liquidity (Record no. 82658)
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000 -LEADER | |
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fixed length control field | 02526nam a2200433 a 4500 |
001 - CONTROL NUMBER | |
control field | EBC989093 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20240120133826.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
fixed length control field | m o d | |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 120313s2013 enka sb 001 0 eng d |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
Canceled/invalid LC control number | 2012010868 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9780521191760 (hardback) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9780521139656 (paperback) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781139553957 (electronic bk.) |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (MiAaPQ)EBC989093 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (Au-PeEL)EBL989093 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (CaPaEBR)ebr10621735 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (CaONFJC)MIL405382 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)817224493 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | MiAaPQ |
Transcribing agency | MiAaPQ |
Modifying agency | MiAaPQ |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HG178 |
Item number | .M37 2013 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.63/222 |
Edition number | 23 |
245 00 - TITLE STATEMENT | |
Title | Market liquidity |
Medium | [electronic resource] : |
Remainder of title | asset pricing, risk, and crises / |
Statement of responsibility, etc. | [edited by] Yakov Amihud, Haim Mendelson, Lasse Heje Pedersen. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Cambridge ; |
-- | New York : |
Name of publisher, distributor, etc. | Cambridge University Press, |
Date of publication, distribution, etc. | 2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xiv, 277 p. : |
Other physical details | ill. |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Includes bibliographical references and index. |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | pt. 1. the effect of liquidity costs on securities prices and returns -- pt. 2. Liquidity risk -- pt. 3. Liquidity crises. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | "This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders, risk managers, central bankers, performance evaluation, economic policy, regulation of financial markets, management of liquidity crises, and academic research. Liquidity and its converse, illiquidity, are elusive concepts: You know it when you see it, but it is hard to define. A liquid security is characterized by the ability to buy or sell large amounts of it at low cost. A good example is U.S. Treasury Bills, which can be sold in blocks of $20 million dollars instantaneously at the cost of a fraction of a basis point"-- |
Assigning source | Provided by publisher. |
533 ## - REPRODUCTION NOTE | |
Type of reproduction | Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Liquidity (Economics) |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Securities |
General subdivision | Prices. |
655 #4 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Amihud, Yakov, |
Dates associated with a name | 1947- |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Mendelson, Haim. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Pedersen, Lasse Heje. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=989093">https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=989093</a> |
Public note | Click to View |
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