Lecture Notes In Market Microstructure And Trading, Westerholm Peter Joakim

Автор: Harris, Larry (Fred V. Keenan Chair in Finance, Ma
Название: Trading and Exchanges: Market Microstructure for Practitioners
ISBN: 0195144708 ISBN-13(EAN): 9780195144703
Издательство: Oxford Academ
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Цена: 153120.00 T
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Описание: Talks about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. This book enables readers to learn about investors, brokers, dealers, arbitrageurs, retail traders, rogue traders, and gamblers; exchanges, boards of trade, dealer networks, ECNs, crossing markets, and pink sheets.

Автор: Hans R. Stoll
Название: Microstructure of World Trading Markets
ISBN: 0792392957 ISBN-13(EAN): 9780792392958
Издательство: Springer
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Цена: 158380.00 T
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Описание: This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets.

Автор: Hans R. Stoll
Название: Microstructure of World Trading Markets
ISBN: 9401049653 ISBN-13(EAN): 9789401049658
Издательство: Springer
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Цена: 139750.00 T
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Описание: This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets.

Автор: Gilles Dufr?not; Fredj Jawadi; Wa?l Louhichi
Название: Market Microstructure and Nonlinear Dynamics
ISBN: 3319343254 ISBN-13(EAN): 9783319343259
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed.

Название: Market microstructure and nonlinear dynamics
ISBN: 331905211X ISBN-13(EAN): 9783319052113
Издательство: Springer
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Цена: 121110.00 T
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Описание: Market Microstructure and Nonlinear Dynamics

Автор: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo
Название: Financial Econometrics and Empirical Market Microstructure
ISBN: 3319099450 ISBN-13(EAN): 9783319099453
Издательство: Springer
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Цена: 102480.00 T
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Описание: In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems.

Автор: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo
Название: Financial Econometrics and Empirical Market Microstructure
ISBN: 3319352075 ISBN-13(EAN): 9783319352077
Издательство: Springer
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Цена: 74530.00 T
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Описание: In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems.

Автор: O`Hara, Maureen
Название: Market Microstructure Theory
ISBN: 0631207619 ISBN-13(EAN): 9780631207610
Издательство: Wiley
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Цена: 32730.00 T
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Описание: Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

Автор: Laruelle Sophie, Lehalle Charles-Albert
Название: Market Microstructure in Practice (Second Edition)
ISBN: 9813231122 ISBN-13(EAN): 9789813231122
Издательство: World Scientific Publishing
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Цена: 126720.00 T
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Описание: Revised edition of Market microstructure in practice, [2014]

Автор: Abergel
Название: Market Microstructure – Confronting Many Viewpoints
ISBN: 1119952417 ISBN-13(EAN): 9781119952411
Издательство: Wiley
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Цена: 43290.00 T
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Описание: The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, and other issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.

Автор: Nevi Danila, Sardar M.N. Islam
Название: Foreign Exchange Market Intervention: Market Microstructure Models and Empirical Investigations
ISBN: 1536147109 ISBN-13(EAN): 9781536147100
Издательство: Nova Science
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Цена: 149940.00 T
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Описание: Foreign Exchange Market Intervention: Market Microstructure Models and Empirical Investigations investigates the effectiveness of government intervention from the market microstructure perspective, especially focusing on its impact concerning the setting of bid-ask exchange rates (from the Plaza Agreement to the Louvre Accord). The authors test the effect of intervention on the dealers behavior in controlling his/her inventory to set the quotation of exchange rates. The authors also examine the relative importance of the inventory cost in three components of the bid-ask spread. Finally, they analyze the impact of intervention on a spread. This book develops new econometric models which have produced results for sound FOREX and financial management strategies. This book is multi-disciplinary, technical and specialized, but focused on contemporary and emerging issues in FOREX and financial markets in addressing the issues of financial markets and for theory and hypothesis development which have general implications for finance theory.

Автор: Lehalle Charles-Albert
Название: Market Microstructure in Practice
ISBN: 9814566160 ISBN-13(EAN): 9789814566162
Издательство: World Scientific Publishing
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Цена: 110880.00 T
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Описание: Latest Edition: Market Microstructure in Practice (2nd Edition)Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the "Flash Crash" of 2010 are also analyzed in depth. Edited by Charles-Albert Lehalle and Sophie Laruelle, and with contributions from Romain Burgot, St phanie Pelin and Matthieu Lasnier, this book uses a quantitative viewpoint to help students, academics, regulators, policy makers, and practitioners understand how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used throughout the book, allowing the reader to go further on his own.