search query: @indexterm Financial market trading / total: 54
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| Author: | Adams, R. Williams, R. Acar, E. |
| Title: | Empirical measures of liquidity - a new approach |
| Journal: | Journal of asset management
2001 : JUN, VOL. 2:1, p. 75-83 |
| Index terms: | FINANCIAL MARKET TRADING LIQUIDITY TRADING VOLUMES VOLATILITY |
| Language: | eng |
| Abstract: | It is not just in extreme situations that liquidity becomes an important issue for financial market participants. Many investors and trades, alike, now make an assessment of liquidity as part of their day-to-day decision-making processes. This paper proposes a new definition of liquidity while investigating its relationship with existing proxies: volume, volatility, number of trades. |
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