Market Liquidity Risk

Implications for Asset Pricing, Risk Management, and Financial Regulation

  • Authors
  • Andria¬†van der¬†Merwe

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Andria van der Merwe
    Pages 1-17
  3. Andria van der Merwe
    Pages 19-38
  4. Andria van der Merwe
    Pages 75-113
  5. Andria van der Merwe
    Pages 115-142
  6. Andria van der Merwe
    Pages 143-162
  7. Back Matter
    Pages 163-200

About this book


Andria van der Merwe provides a thorough guide to the critical tools needed to navigate liquidity markets and value security pricing in the presence of market frictions and information asymmetries. This is essential reading for anyone with a current or future interest in liquidity models, market structures, and trading mechanisms.


asset pricing financial crisis funding information information processing interest liquidity management market structure pricing regulation research Risk Management trading traffic

Bibliographic information

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