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£84 today · previous high £84 · all-time low £80

Oxford University Press Market Liquidity - Finance Textbook

Amazon

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£83.95 £79.59 £80.54 £81.49 £82.45 £83.40 £84.35 25 July 2026 01 August 2026 08 August 2026 15 August 2026 22 August 2026
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Price distribution over 29 days • 2 price levels

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16 days 13 days · current 0 4 8 12 16 £80 £84 Days at Price

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Most common price: £80 (16 days, 55.2%)

Price range: £80 - £84

Price levels: 2 different prices over 29 days

Description

Moving beyond the idealized, frictionless market models found in standard finance textbooks, Market Liquidity: Theory, Evidence, and Policy by Oxford University Press provides an authoritative look at how securities are actually traded. This text explores the realities of price discovery by accounting for the fact that market participants are not always present simultaneously and possess diverse information regarding security fundamentals. By examining how order flow functions as a complex mix of information and noise, this book offers a more accurate perspective on market mechanics. It is an essential resource for those looking to understand how a consensus price is reached in a real-world environment where information asymmetry and participant timing affect market behavior.

Key Features

Oxford University Press provides an authoritative take on liquidity and price discovery mechanisms.

This text moves beyond idealized, frictionless market models to reflect real-world security trading.

The content examines how diverse information among participants affects the movement of order flow.

Learn how the mix of information and noise impacts the formation of a consensus price.

The book analyzes market behavior based on the reality that participants are not always present at once.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
04 April 2013
Listed Since
31 October 2012

Barcode

No barcode data available

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