Market Liquidity
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Published By Cambridge University Press

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scholarly journals Market Liquidity and Funding Liquidity＊

2012 ◽  
pp. 199-244 ◽  
Author(s):  
Markus K. Brunnermeier ◽  
Lasse Heje Pedersen ◽  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Market Liquidity ◽  
Funding Liquidity

scholarly journals Asset Pricing with Liquidity Risk

2012 ◽  
pp. 137-184 ◽  
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Asset Pricing ◽  
Liquidity Risk

scholarly journals Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊

2012 ◽  
pp. 110-136 ◽  
Author(s):  
Yakov Amihud ◽  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Time Series ◽  
Stock Returns ◽  
Cross Section

Liquidity and the 1987 Stock Market Crash

2012 ◽  
pp. 245-257 ◽  
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Stock Market ◽  
Stock Market Crash

scholarly journals Market Liquidity and Funding Liquidity

2012 ◽  
pp. 196-198
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Market Liquidity ◽  
Funding Liquidity

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

2012 ◽  
pp. 47-51 ◽  
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Treasury Securities

Liquidity, Maturity, and the Yields on U.S. Treasury Securities＊

2012 ◽  
pp. 52-68 ◽  
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Treasury Securities

scholarly journals Illiquidity and Stock Returns:Cross-Section and Time-Series Effects

2012 ◽  
pp. 105-109
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
Keyword(s):  
Time Series

scholarly journals Market Microstructure and Securities Values Evidence from the Tel Aviv Stock Exchange＊

2012 ◽  
pp. 72-100 ◽  
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Beni Lauterbach ◽  
Yakov Amihud ◽  
Haim Mendelson ◽  
...  
Keyword(s):  
Market Microstructure ◽  
Stock Exchange ◽  
Tel Aviv ◽  
Tel Aviv Stock Exchange

Introduction and Overview of the Book

2012 ◽  
pp. ix-xiv
Author(s):  
Yakov Amihud ◽  
Haim Mendelson ◽  
Lasse Heje Pedersen
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