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Market microstructure and price discovery on the Tokyo Stock Exchange

Amihud, Yakov - In: Japan and the world economy : international journal of … 1 (1989) 4, pp. 341-370

Persistent link: https://www.econbiz.de/10001092087

Liquidity, the value of the firm, and corporate finance

Amihud, Yakov; Mendelson, Haim - In: Journal of applied corporate finance : JACF 20 (2008) 2, pp. 32-45

Persistent link: https://www.econbiz.de/10003754741

Trading mechanisms and stock returns : an empir. investigation

Amihud, Yakov - In: The journal of finance : the journal of the American … 42 (1987) 3, pp. 533-553

Persistent link: https://www.econbiz.de/10001047858

Relative price dispersion and economic shocks : an inventory-adjustment approach

Amihud, Yakov; Mendelson, Haim - In: Journal of money, credit and banking : JMCB 14 (1982) 3, pp. 390-397

Persistent link: https://www.econbiz.de/10003469683

Stock and bond liquidity and its effect on prices and financial policies

Amihud, Yakov; Mendelson, Haim - In: Financial markets and portfolio management 20 (2006) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10003392283

Liquidity, the value of the firm, and corporate finance

Amihud, Yakov; Mendelson, Haim - In: Journal of applied corporate finance : JACF 24 (2012) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10009579836

Market liquidity : asset pricing, risk, and crises

Amihud, Yakov (contributor); Mendelson, Haim (contributor); … - 2013

This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders,...