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THE CROSS SECTION AND TIME SERIES OF AGGREGATE STOCK MARKET LIQUIDITY. Evidence from the NYSE

Автор:   Jie W.
мягкая обложка
84 страниц
2010 год
Издательство:   Книга по Требованию
Цена:
2005 руб
отсутсвует
на складе

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Описание:Yet there is little consensus about how time-series and cross-sectional variations in market liquidity behave, what determines these variations. Only recently, it has become clear that liquidity is a market-wide phenomena. Recent mortgage crisis provides serious example of dire situations that can occur when liquidity is dried up. Starting from the 1980s, liquidity research started to examine individual assets. This book, therefore, shifts focus from the notion of liquidity as a fixed property of an individual security to a macro concept by taking a first step towards documenting cross-sectional heterogeneity in the time-series variations of liquidity. The analysis should help shed light on this new and changing financial environment, and is especially useful to finance professionals, scholars, regulators, or investors who consider taking liquidity in developing their trading strategies. Aside from examining liquidity behavior by using the most recent eleven-year daily liquidity data, this book explains some of the most important underlying factors affecting liquidity and their cross-sectional variations.


Orthomol Immun Junior Сила иммунитета на страже Вашего ребенка Orthomol Immun Junior Сила иммунитета на страже Вашего ребенка

2990 руб
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Sisters in heat

Marcia broke into a jog. "One hundred dollars is certainly a lot of money to learn to play tennis, Robin." Her mother fluttered hands to her hair, pursed her lips and looked at Ralph. Ralph was chewing on a piece of toast as he scanned the stock-market page of the newspaper. "Hmmmm?" He glanced up. "Tennis? I didn't think Robin played tennis." "Well, she certainly plays everything else." Her mother tittered. Robin squirmed uncomfortably in the chair. She had not the least interest in learning tennis. But she had to get that money. Stevie had called again. His rent was due and he was running out of food. She'd begged him to come home and forget the feud he was having with his father. Steve refused of course. Ralph was looking at her over the tops of his horn-rimmed glasses. Then he took them off. Robin tried to sit still. Did he suspect what the money was really for? "You'd have to buy a racket too, wouldn't you?" "Yes, Daddy." "Hmmmm," He went back to his financial page. "You haven't heard anything more about your brother, have you?" "No sir." Robin bit her tongue ...»

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Набор мисок "Mayer & Boch", 10 предметов.
Набор салатниц выполнен из качественного прочного стекла и включает в себя 5 круглых салатниц различного диаметра. Изделия сочетают в себе
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Автокресло Еду-Еду "KS-513 Lux" с вкладышем (цвет: голубой, 9-36 кг).
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Корзина "Лягушонок", 45х45 см.
Предназначение: для игровых целей на открытом воздухе и в помещении. Материал: нейлон.
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