Liquidity Essay

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1.1 Background of Study The concept of liquidity has been a complex financial concept. However, the characteristics of asset that are liquid are observable. In its simplest form, liquidity implies the ease at which a financial asset trades. Liquidity of any market is characterized by the ability of investors to buy and sell securities easily. Illiquidity occurs when an asset or securities cannot be transacted quickly and converted into cash (Clark 2008). According to Pastor and Stambaugh (2002), liquidity denotes the ability to trade large quantities quickly, at low cost, and without moving the price. Liquidity plays a great role in attempting to resolving a number of asset pricing puzzles such as the small-firm effect, the equity premium puzzle, and the risk-free rate puzzle (Amihud, Mendelson and Pedersen, 2005). Liquidity is generally described as the ability to trade large quantities quickly at low cost with little price impact. There are four dimensions associated to this definition of liquidity, namely, trading quantity, trading speed, trading cost, and price impact (Liu, 2006). According to Pastor and Stambaugh (2002), the …show more content…

Generally, the concept connotes a favorable and desired function that reflects a well-organized and functional financial market. According to Gabrielsen, Marzo and Zagaglia (2011), a market is said to be liquid when the prevailing structure of transactions provide a prompt and a secure link between the demand and supply of assets, thus delivering low transaction costs. Researchers have not been able to come up with unique definition of the term liquidity that would possibly capture all the properties of liquidity. Most the researchers such as Wyss (2004) tend to think that the reason of a unique definition is due to the fact that liquidity has several dimensions. Liquidity concept is also a complex concept that can be defined in several different

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