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Results tagged with liquidity
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user 7008
Liquidity is easy to define qualitatively (the easiness to buy or sell an asset), but difficult to measure.
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What are the causes of incorrect prices in the market?
Genereally speaking main identifed liquidity costs (or prices distortion - see Amihud, Y., Mendelson, H., Heje Pedersen, L., 2005. … Liquidity and Asset Prices) are related to the asymmetric information theory, the inventory risk paradigm for market makers, trading costs and search problems. …
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Measuring liquidity
Loosely speaking , market liquidity refers to the ease with which an asset can be traded. It should be distinguish from funding liquidity which refers to the ability to fulfill its commitments. … Regarding market liquidity: There are several metrics available to measure it but, as far i read, no one reach a consensus . …
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Accepted
Liquidity Traders
Liquidity traders have no discretion with regard to the timing of their trades. Their trades are triggered by exogenous (to the financial market) reasons and are not related to information. … An academic definition :
Two motives for trade in financial markets are widely recognized as
important: information and liquidity. …
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1
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Liquidity and Prices
Empirically, liquidity has been helpful to explain some market facts such that the small firm effect, the equity premium puzzle... … Liquidity and Asset Prices . nowpublishers Inc.
Two others references :
Acharya, V., & Pedersen, L. (2005). Asset pricing with liquidity risk. …
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