dc.contributor.author | Le Fol, Gaëlle | |
dc.contributor.author | Jardet, Caroline | |
dc.contributor.author | Idier, Julien | |
dc.date.accessioned | 2011-01-24T09:00:57Z | |
dc.date.available | 2011-01-24T09:00:57Z | |
dc.date.issued | 2009 | |
dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/5530 | |
dc.language.iso | en | en |
dc.subject | Stock markets | en |
dc.subject.ddc | 332 | en |
dc.subject.classificationjel | G1 | en |
dc.title | How liquid are markets: an Application to Stock Markets | en |
dc.type | Article accepté pour publication ou publié | |
dc.description.abstracten | 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. | |
dc.relation.isversionofjnlname | Bankers, Markets & Investors | |
dc.relation.isversionofjnlissue | 103 | en |
dc.relation.isversionofjnldate | 2009-11 | |
dc.relation.isversionofjnlpages | 50-58 | en |
dc.description.sponsorshipprivate | oui | en |
dc.relation.isversionofjnlpublisher | Revue Banque | en |
dc.subject.ddclabel | Economie financière | en |