How liquid are markets: an Application to Stock Markets
Le Fol, Gaëlle; Jardet, Caroline; Idier, Julien (2009), How liquid are markets: an Application to Stock Markets, Bankers, Markets & Investors, 103, p. 50-58
Type
Article accepté pour publication ou publiéDate
2009Journal name
Bankers, Markets & InvestorsNumber
103Publisher
Revue Banque
Pages
50-58
Metadata
Show full item recordAbstract (EN)
The article discusses financial market liquidity and its applications to the stock market. It says market liquidity has a time attribute in which investors needs the shortest possible trade time to prevent price reversal risk, has volume in which there must be enough bids to satisfy the needs of investors, and has price, in which assets should have a fair value. Moreover, market liquidity measures have several indicators including immediacy, depth, and tightness.Subjects / Keywords
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