Market microstructure and nonlinear dynamics, 

Автор: Hasbrouck, Joel
Название: Empirical Market Microstructure
ISBN: 0195301641 ISBN-13(EAN): 9780195301649
Издательство: Oxford Academ
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Цена: 10138.00 р.
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Описание: The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.

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: 21780.00 р.
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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: 23757.00 р.
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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: Prof. Dr. Lutz Johanning; Volker Fl?gel
Название: The Microstructure of European Bond Markets
ISBN: 3835004239 ISBN-13(EAN): 9783835004238
Издательство: Springer
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Цена: 9781.00 р.
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Описание: The volumes outstanding in bond markets are by far larger than in equity markets. Despite this fact, most of the research on the microstructure of financial market s focuses on equity markets. This is even more surprising taking into account that (i) the microstructure of a financial market has a strong influence on its ability to allocate resources efficiently, and (ii) that the results obtained from equity markets cannot be applied to bond markets. The thesis addresses open questions related to the microstructure of bond markets and presents three empirical studies. In the first paper, a unique dataset of transactions in German federal securities is analyzed to address the question whether the historical grown structure of different coexisting trading segments - exchange trading, bilateral OTC trading, and brokered OTC trading - can be economically justified. There is evidence that the different trading segments are indeed regarded as non-interchangeable by the market participants. The second part of the thesis focuses on the price formation in customer-dealer and the interdealer bond markets by applying cointegration econometrics to a dataset of high fi-equency quotes for EMU government bonds. While the customer-dealer market is still very fragmented and intransparent, trading in the interdealer market concentrates on a smaller number of more transparent electronic trading systems like EuroMTS.

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

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: 18167.00 р.
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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.

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: 15372.00 р.
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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: 4910.00 р.
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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: 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: 11179.00 р.
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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: de Jong
Название: The Microstructure of Financial Markets
ISBN: 0521867843 ISBN-13(EAN): 9780521867849
Издательство: Cambridge Academ
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Цена: 11880.00 р.
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Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

Автор: Hans R. Stoll
Название: Microstructure of World Trading Markets
ISBN: 9401049653 ISBN-13(EAN): 9789401049658
Издательство: Springer
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Цена: 20962.00 р.
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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: Lehalle Charles-Albert
Название: Market Microstructure in Practice
ISBN: 9814566160 ISBN-13(EAN): 9789814566162
Издательство: World Scientific Publishing
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Цена: 16632.00 р.
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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.