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dc.contributor.authorLe Fol, Gaëlle
dc.contributor.authorJardet, Caroline
dc.contributor.authorIdier, Julien
dc.date.accessioned2011-01-24T09:00:57Z
dc.date.available2011-01-24T09:00:57Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5530
dc.language.isoenen
dc.subjectStock marketsen
dc.subject.ddc332en
dc.subject.classificationjelG1en
dc.titleHow liquid are markets: an Application to Stock Marketsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThe 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.isversionofjnlnameBankers, Markets & Investors
dc.relation.isversionofjnlissue103en
dc.relation.isversionofjnldate2009-11
dc.relation.isversionofjnlpages50-58en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherRevue Banqueen
dc.subject.ddclabelEconomie financièreen


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