Related Books
Language: en
Pages: 38
Pages: 38
Capital Asset Market Equilibrium With Liquidity Risk, Portfolio Constraints, and Asset Price Bubbles
Type: BOOK - Published: 2018 - Publisher:
This paper derives an equilibrium asset pricing model with endogenous liquidity risk, portfolio constraints, and asset price bubbles. Liquidity risk is modeled
Language: en
Pages: 40
Pages: 40
Type: BOOK - Published: 2018 - Publisher:
This paper derives an equilibrium asset pricing model with endogenous liquidity risk, trading constraints, and asset price bubbles. Liquidity risk is modeled as
Language: en
Pages: 109
Pages: 109
Type: BOOK - Published: 2006 - Publisher: Now Publishers Inc
Liquidity and Asset Prices reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literatur
Language: en
Pages: 48
Pages: 48
Type: BOOK - Published: 2019 - Publisher:
This paper studies an equilibrium model with heterogeneous agents, asset price bubbles, and trading constraints. Market liquidity is modeled as a stochastic qua
Language: en
Pages: 293
Pages: 293
Type: BOOK - Published: 2012-11-12 - Publisher: Cambridge University Press
This book presents the theory and evidence on the effect of market liquidity and liquidity risk on asset prices and on overall securities market performance. Il