Liquidity and Asset Pricing

Risk, Crises and Policy

Shweta Kundlia, Divya Verma (Autoren)

Buch | Hardcover

328 Seiten

2025 | Unabridged edition
Cambridge Scholars Publishing (Verlag)
9781036449155 (ISBN)

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Liquidity and Asset Pricing: Risk, Crises and Policy is a research book which gives insights on the role of liquidity in asset pricing models. The risk premium expected for market liquidity risk has been extensively covered in the book. The market conditions influence liquidity and its role in asset pricing. The book puts emphasis on measuring liquidity premium factor and integrating it with asset pricing models and also empirically examines the improvement in outcomes of the asset pricing models in better explaining the equity premium with augmented liquidity factor models. The study further tests the role of liquidity in asset pricing under various market conditions like economic policy uncertainty, financial stress, equity market crisis, etc. The policy implications and corporate sector recommendations make this book relevant not only to researchers but also to industry practitioners including financial market regulators, stock exchanges and corporates, traders and portfolio managers.

Dr Shweta Kundlia is an Assistant Professor of Finance at the Shri Vile Parle Kelavani Mandal's Narsee Monjee Institute of Management Studies (a Deemed-to-be-University), Mumbai, India. Her research expertise lies in the market microstructural issues in financial markets and corporate finance. She has publications in journals of national and international repute. She has also presented her research in such prestigious conferences as the '12th Annual Financial Market Liquidity Conference', among others.Dr Divya Verma is a Professor at the University School of Management Studies, Guru Gobind Singh Indraprastha University, Delhi, India. She has authored and edited seven books. She has completed a major UGC research project and an Indian Council of Social Science Research-sponsored major research project. She has developed a UGC SWAYAM MOOC on Financial Markets, Institutions and Services. She has published 50 papers in national and international journals and has presented papers in a number of seminars and conferences, both nationally and abroad.

Erscheinungsdatum	03.07.2025
Verlagsort	Newcastle upon Tyne
Sprache	englisch
Maße	148 x 212 mm
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
ISBN-13	9781036449155 / 9781036449155
Zustand	Neuware