Convenient Liquidity Measure for Financial Markets
Year of publication: |
2014
|
---|---|
Authors: | Danyliv, Oleh |
Other Persons: | Bland, Bruce (contributor) ; Nicholass, Daniel (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Finanzmarkt | Financial market | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Messung | Measurement | Marktliquidität | Market liquidity | Finanzkrise | Financial crisis |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2385914 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Measuring Liquidity in Bond Markets
Schestag, Raphael, (2019)
-
Information acquisition and liquidity dry-ups
Koenig, Philipp, (2016)
-
The Budapest Liquidity Measure and its Application Liquidity Risk in VaR Measures
Gyarmati, Ákos, (2011)
- More ...
-
A practical approach to liquidity calculation
Danyliv, Oleh, (2014)
-
Convenient liquidity measure for Financial markets
Danyliv, Oleh, (2014)
-
Random Walk Model From the Point of View of Algorithmic Trading
Danyliv, Oleh, (2019)
- More ...