Empirical market microstructure : the institutions, economics and econometrics of securities trading /
Κύριος συγγραφέας: | Hasbrouck, Joel. |
---|---|
Μορφή: | Βιβλίο |
Γλώσσα: | English |
Στοιχεία έκδοσης: |
Oxford ; New York :
Oxford University Press,
2007.
|
Ταξινομικός αριθμός: |
332.64 HAS |
Θέματα: | |
Διαθέσιμο Online: |
http://www.loc.gov/catdir/toc/ecip068/2006003935.html http://www.loc.gov/catdir/enhancements/fy0724/2006003935-b.html |
Ετικέτες: |
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LEADER | 02369cam a2200301 a 4500 | ||
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001 | 1/43995 | ||
008 | 131101s2007 enka b 001 0 eng | ||
020 | |a 0195301641 (cloth : alk. paper) | ||
020 | |a 9780195301649 (cloth : alk. paper) | ||
035 | |l 46927 | ||
040 | |a DLC |c DLC |d BAKER |d BTCTA |d C#P |d YDXCP |d COO |d GR-PeUP | ||
082 | 0 | 0 | |a 332.64 HAS |
100 | 1 | |a Hasbrouck, Joel. | |
245 | 1 | 0 | |a Empirical market microstructure : |b the institutions, economics and econometrics of securities trading / |c Joel Hasbrouck. |
260 | |a Oxford ; |a New York : |b Oxford University Press, |c 2007. | ||
300 | |a ix, 198 σ. : |b εικ. ; |c 25 εκ. | ||
504 | |a Περιέχει βιβλιογραφία και ευρετήριο. | ||
505 | 0 | |a Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. | |
505 | 0 | |a Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. | |
650 | 4 | |a Securities. | |
650 | 4 | |a Securities |x Prices. | |
650 | 4 | |a Investments |x Mathematical models. | |
650 | 4 | |a Stock exchanges |x Mathematical models. | |
852 | |a INST |b UNIPILB |c MAIN |e 20131101 |h 332.64 HAS |p 00169758 |q 00169758 |t LOAN |y 0 |4 1 | ||
856 | 4 | 1 | |3 Table of contents only |u http://www.loc.gov/catdir/toc/ecip068/2006003935.html |
856 | 4 | 2 | |3 Contributor biographical information |u http://www.loc.gov/catdir/enhancements/fy0724/2006003935-b.html |
856 | 4 | |d /webopac/covers/03/46927_0195301641.jpg |z (cloth : alk. paper) | |
856 | 4 | |d /webopac/covers/03/46927_9780195301649.jpg |z (cloth : alk. paper) |