Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New Jersey
World Scientific
c2006
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references and index Economics of limit orders - Discriminatory limit order books, uniform price clearing and optimality - Lawrence R. Glosten -- - Electronic limit order books and market resiliency: theory, evidence, and practice - Mark Coppejans, Ian Domowitz, Ananth Madhavan -- - Notes for a contingent claims theory of limit order markets - Bruce N. Lehmann -- - The option value of the limit order book - Alex Frino, Elvis Jarnecic, Thomas H. McInish -- - Essays on liquidity of markets - The cross section of daily variation in liquidity - Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- - Intraday volatility on NYSE and NASDAQ - Daniel G. Weaver -- - The intraday probability of informed trading on the NYSE - Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- - Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat - Thomas O. Miller, Michael S. Pagano -- - Decimalization and market quality - Robin K. Chou, Wan-Chen Lee -- - Market rationality - The importance of being conservative: an illustration of natural selection in a futures market - Guo Ying Luo -- - Speculative non-fundamental components in mature stock markets: do they exist and are they related - Ramaprasad Bhar, A.G. Malliaris |
| Beschreibung: | 1 Online-Ressource (xx, 248 p.) |
| ISBN: | 9789812707291 9812707298 |
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| 245 | 1 | 0 | |a Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb |c editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
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| 500 | |a Includes bibliographical references and index | ||
| 500 | |a Economics of limit orders - Discriminatory limit order books, uniform price clearing and optimality - Lawrence R. Glosten -- - Electronic limit order books and market resiliency: theory, evidence, and practice - Mark Coppejans, Ian Domowitz, Ananth Madhavan -- - Notes for a contingent claims theory of limit order markets - Bruce N. Lehmann -- - The option value of the limit order book - Alex Frino, Elvis Jarnecic, Thomas H. McInish -- - Essays on liquidity of markets - The cross section of daily variation in liquidity - Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- - Intraday volatility on NYSE and NASDAQ - Daniel G. Weaver -- - The intraday probability of informed trading on the NYSE - Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- - Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat - Thomas O. Miller, Michael S. Pagano -- - Decimalization and market quality - Robin K. Chou, Wan-Chen Lee -- - Market rationality - The importance of being conservative: an illustration of natural selection in a futures market - Guo Ying Luo -- - Speculative non-fundamental components in mature stock markets: do they exist and are they related - Ramaprasad Bhar, A.G. Malliaris | ||
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| id | DE-604.BV042959201 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:45Z |
| institution | BVB |
| isbn | 9789812707291 9812707298 |
| language | English |
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| oclc_num | 330459879 |
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| spelling | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee New Jersey World Scientific c2006 1 Online-Ressource (xx, 248 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index Economics of limit orders - Discriminatory limit order books, uniform price clearing and optimality - Lawrence R. Glosten -- - Electronic limit order books and market resiliency: theory, evidence, and practice - Mark Coppejans, Ian Domowitz, Ananth Madhavan -- - Notes for a contingent claims theory of limit order markets - Bruce N. Lehmann -- - The option value of the limit order book - Alex Frino, Elvis Jarnecic, Thomas H. McInish -- - Essays on liquidity of markets - The cross section of daily variation in liquidity - Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- - Intraday volatility on NYSE and NASDAQ - Daniel G. Weaver -- - The intraday probability of informed trading on the NYSE - Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- - Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat - Thomas O. Miller, Michael S. Pagano -- - Decimalization and market quality - Robin K. Chou, Wan-Chen Lee -- - Market rationality - The importance of being conservative: an illustration of natural selection in a futures market - Guo Ying Luo -- - Speculative non-fundamental components in mature stock markets: do they exist and are they related - Ramaprasad Bhar, A.G. Malliaris BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Liquidity (Economics) / Mathematical models fast Securities / Prices / Mathematical models fast Stock exchanges / Mathematical models fast Mathematisches Modell Wirtschaft Stock exchanges Mathematical models Securities Prices Mathematical models Liquidity (Economics) Mathematical models Brick, Ivan E. Sonstige oth Ronen, Tavy Sonstige oth Lee, Cheng F. Sonstige oth World Scientific (Firm) Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514813 Aggregator Volltext |
| spellingShingle | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Liquidity (Economics) / Mathematical models fast Securities / Prices / Mathematical models fast Stock exchanges / Mathematical models fast Mathematisches Modell Wirtschaft Stock exchanges Mathematical models Securities Prices Mathematical models Liquidity (Economics) Mathematical models |
| title | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb |
| title_auth | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb |
| title_exact_search | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb |
| title_full | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| title_fullStr | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| title_full_unstemmed | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| title_short | Advances in quantitative analysis of finance and accounting, Volume 3, Essays in microstructure in honor of David K. Whitcomb |
| title_sort | advances in quantitative analysis of finance and accounting volume 3 essays in microstructure in honor of david k whitcomb |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Liquidity (Economics) / Mathematical models fast Securities / Prices / Mathematical models fast Stock exchanges / Mathematical models fast Mathematisches Modell Wirtschaft Stock exchanges Mathematical models Securities Prices Mathematical models Liquidity (Economics) Mathematical models |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Liquidity (Economics) / Mathematical models Securities / Prices / Mathematical models Stock exchanges / Mathematical models Mathematisches Modell Wirtschaft Stock exchanges Mathematical models Securities Prices Mathematical models Liquidity (Economics) Mathematical models |
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