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Market Liquidity : (Record no. 9641)

MARC details
000 -LEADER
fixed length control field 05242nam a22004813i 4500
001 - CONTROL NUMBER
control field EBC5745623
003 - CONTROL NUMBER IDENTIFIER
control field MiAaPQ
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240724113637.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240724s2013 xx o ||||0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780199936250
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780199936243
035 ## - SYSTEM CONTROL NUMBER
System control number (MiAaPQ)EBC5745623
035 ## - SYSTEM CONTROL NUMBER
System control number (Au-PeEL)EBL5745623
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)860943694
040 ## - CATALOGING SOURCE
Original cataloging agency MiAaPQ
Language of cataloging eng
Description conventions rda
-- pn
Transcribing agency MiAaPQ
Modifying agency MiAaPQ
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG178 .F683 2013
082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332/.041
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Foucault, Thierry.
245 10 - TITLE STATEMENT
Title Market Liquidity :
Remainder of title Theory, Evidence, and Policy.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Oxford :
Name of producer, publisher, distributor, manufacturer Oxford University Press, Incorporated,
Date of production, publication, distribution, manufacture, or copyright notice 2013.
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Date of production, publication, distribution, manufacture, or copyright notice ©2013.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (441 pages)
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Cover -- Contents -- Preface -- Introduction -- 0.1 What is This Book About? -- 0.2 Why Should We Care? -- 0.3 Some Puzzles -- 0.4 The Three Dimensions of Liquidity -- 0.4.1 Market Liquidity -- 0.4.2 Funding Liquidity -- 0.4.3 Monetary Liquidity -- PART ONE: Institutions -- 1 Trading Mechanics and Market Structure -- 1.1 Introduction -- 1.2 Limit Order Markets and Dealer Markets -- 1.3 Does Market Structure Matter? -- 1.4 Evolution of Market Structure -- 1.5 Further Reading -- 1.6 Exercises -- 2 Measuring Liquidity -- 2.1 Introduction -- 2.2 Measures of the Spread -- 2.3 Other Measures of Implicit Trading Costs -- 2.4 Implementation Shortfall -- 2.5 Hands-on Estimation of Transaction Costs -- 2.6 Further Reading -- 2.7 Appendix -- 2.8 Exercises -- 3 Order Flow, Liquidity, and Securities Price Dynamics -- 3.1 Introduction -- 3.2 Price Dynamics and the Efficient Market Hypothesis -- 3.3 Price Dynamics with Informative Order Flow -- 3.4 Price Dynamics with Order-Processing Costs -- 3.5 Price Dynamics with Inventory Risk -- 3.6 The Full Picture -- 3.7 Further Reading -- 3.8 Exercises -- 4 Trade Size and Market Depth -- 4.1 Introduction -- 4.2 Market Depth under Asymmetric Information -- 4.3 Market Depth with Inventory Risk -- 4.4 Further Reading -- 4.5 Appendix A -- 4.6 Appendix B -- 4.7 Exercises -- 5 Estimating the Determinants of Market Illiquidity -- 5.1 Introduction -- 5.2 Price Impact Regressions -- 5.3 Measuring the Permanent Impact of Trades -- 5.4 Probability of Informed Trading (PIN) -- 5.5 Further Reading -- 5.6 Exercises -- PART TWO: Market Design and Regulation -- 6 Limit Order Book Markets -- 6.1 Introduction -- 6.2 A Model of the Limit Order Book (LOB) -- 6.3 The Design of Limit Order Book Markets -- 6.4 The Make or Take Decision in LOB Markets -- 6.5 Further Reading -- 6.6 Appendix -- 6.7 Exercises -- 7 Market Fragmentation.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 7.1 Introduction -- 7.2 The Costs of Fragmentation -- 7.3 Liquidity Externalities -- 7.4 The Benefits of Fragmentation -- 7.5 Regulation -- 7.6 Further Reading -- 7.7 Exercises -- 8 Market Transparency -- 8.1 Pre-trade Transparency -- 8.2 Post-trade Transparency -- 8.3 Revealing Trading Motives -- 8.4 Why are Markets so Opaque? -- 8.5 Further Reading -- 8.6 Exercises -- PART THREE: Implications for Asset Prices, Financial Crises, and Corporate Policies -- 9 Liquidity and Asset Prices -- 9.1 Introduction -- 9.2 Illiquidity and Asset Prices -- 9.3 Liquidity Risk and Asset Prices -- 9.4 Liquidity and Limits to Arbitrage -- 9.5 Correlated Order Flow and Noise Trader Risk -- 9.6 Further Reading -- 9.7 Appendix. The Derivation of the Search Model -- 9.8 Exercises -- 10 Liquidity, Price Discovery, and Corporate Policies -- 10.1 Introduction -- 10.2 Market Liquidity and Corporate Investment -- 10.3 Market Liquidity and Corporate Governance -- 10.4 Price Discovery, Corporate Investment, and Executive Compensation -- 10.5 Corporate Policies and Market Liquidity -- 10.6 Further Reading -- 10.7 Exercises -- References -- Author Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- R -- S -- T -- V -- W -- X -- Y -- Z -- Subject Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W.
520 ## - SUMMARY, ETC.
Summary, etc. The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. Market Liquidity offers a more accurate and authoritative take on liquidity and price discovery.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on publisher supplied metadata and other sources.
590 ## - LOCAL NOTE (RLIN)
Local note Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Liquidity (Economics).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Securities.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Capital market.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Pagano, Marco.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name R?ell, Ailsa.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Main entry heading Foucault, Thierry
Title Market Liquidity
Place, publisher, and date of publication Oxford : Oxford University Press, Incorporated,c2013
International Standard Book Number 9780199936243
797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN)
Corporate name or jurisdiction name as entry element ProQuest (Firm)
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=5745623">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=5745623</a>
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