Liquidity and congestion

Author:

Afonso Gara

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. Asset pricing with liquidity;Acharya;J. Finan. Econ.,2005

2. Asset pricing and bid-ask spread;Amihud;J. Finan. Econ.,1986

3. Liquidity and asset prices;Amihud;Found. Trends Finance,2005

4. BIS, 1999. A review of financial market events in autumn 1998. CGFS Publication (12). .

5. Brunnermeier, M.K., 2008. Deciphering the 2007-8 liquidity and credit crunch. Mimeo, Princeton University. .

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