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Market liquidity: an introduction for practitioners

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  • Schäffler, Christian
  • Schmaltz, Christian

Abstract

This working paper surveys theoretical and empirical work about market liquidity and market liquidity risk. It addresses interested practitioners as well as students who want to gain a quick overview about the latest progress in research in market liquidity.

Suggested Citation

  • Schäffler, Christian & Schmaltz, Christian, 2009. "Market liquidity: an introduction for practitioners," Frankfurt School - Working Paper Series 131, Frankfurt School of Finance and Management.
  • Handle: RePEc:zbw:fsfmwp:131
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