Topics in market microstructure:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Amsterdam]
Vossiuspers UvA
©2008
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| Subjects: | |
| Online Access: | FAW01 FAW02 Volltext |
| Item Description: | Includes bibliographical references (pages 99-107) Acknowledgements; Contents; 1. Introduction; 2. The power of patience: A behavioral regularity in limit order placement; 3. The predictive power of zero intelligence in financial markets; 4. Correlations and clustering in the trading of members of the London Stock Exchange; 5. Market imbalances and stock returns: heterogeneity of order sizes at the London Stock Exchange; 6. Conclusions; Bibliography; Samenvatting (Summary in Dutch) Annotation Market microstructure is a study of the processes through which the investors' predictions of the future and their trading strategies determine market prices. Recent advances in market microstructure have been made possible by the proliferation of computers in the trading process and the availability of high quality financial data. This has attracted researchers from various disciplines (e.g., finance, physics, computer science) creating an interdisciplinary research arena with the common goal of understanding a very complicated - yet very well documented by data - system of a large number of interacting intelligent agents. This book contains four papers in which the authors investigate the interactions of investors' strategies and the resulting aggregate properties of transaction prices. This title can be previewed in Google Books - http://books.google.com/books?vid=ISBN9789056295387 |
| Physical Description: | 1 Online-Ressource (vi, 109 pages) |
| ISBN: | 9048507839 9789048507832 9789056295387 |
Staff View
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| 245 | 1 | 0 | |a Topics in market microstructure |c door Ilija I. Zovko |
| 264 | 1 | |a [Amsterdam] |b Vossiuspers UvA |c ©2008 | |
| 300 | |a 1 Online-Ressource (vi, 109 pages) | ||
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| 500 | |a Includes bibliographical references (pages 99-107) | ||
| 500 | |a Acknowledgements; Contents; 1. Introduction; 2. The power of patience: A behavioral regularity in limit order placement; 3. The predictive power of zero intelligence in financial markets; 4. Correlations and clustering in the trading of members of the London Stock Exchange; 5. Market imbalances and stock returns: heterogeneity of order sizes at the London Stock Exchange; 6. Conclusions; Bibliography; Samenvatting (Summary in Dutch) | ||
| 500 | |a Annotation Market microstructure is a study of the processes through which the investors' predictions of the future and their trading strategies determine market prices. Recent advances in market microstructure have been made possible by the proliferation of computers in the trading process and the availability of high quality financial data. This has attracted researchers from various disciplines (e.g., finance, physics, computer science) creating an interdisciplinary research arena with the common goal of understanding a very complicated - yet very well documented by data - system of a large number of interacting intelligent agents. This book contains four papers in which the authors investigate the interactions of investors' strategies and the resulting aggregate properties of transaction prices. This title can be previewed in Google Books - http://books.google.com/books?vid=ISBN9789056295387 | ||
| 546 | |a English, with summary in Dutch | ||
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| author | Zovko, Ilija I. |
| author_facet | Zovko, Ilija I. |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64 |
| dewey-search | 332.64 |
| dewey-sort | 3332.64 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:17:13Z |
| institution | BVB |
| isbn | 9048507839 9789048507832 9789056295387 |
| language | English |
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| physical | 1 Online-Ressource (vi, 109 pages) |
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| publishDate | 2008 |
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| publisher | Vossiuspers UvA |
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| spelling | Zovko, Ilija I. Verfasser aut Topics in market microstructure door Ilija I. Zovko [Amsterdam] Vossiuspers UvA ©2008 1 Online-Ressource (vi, 109 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (pages 99-107) Acknowledgements; Contents; 1. Introduction; 2. The power of patience: A behavioral regularity in limit order placement; 3. The predictive power of zero intelligence in financial markets; 4. Correlations and clustering in the trading of members of the London Stock Exchange; 5. Market imbalances and stock returns: heterogeneity of order sizes at the London Stock Exchange; 6. Conclusions; Bibliography; Samenvatting (Summary in Dutch) Annotation Market microstructure is a study of the processes through which the investors' predictions of the future and their trading strategies determine market prices. Recent advances in market microstructure have been made possible by the proliferation of computers in the trading process and the availability of high quality financial data. This has attracted researchers from various disciplines (e.g., finance, physics, computer science) creating an interdisciplinary research arena with the common goal of understanding a very complicated - yet very well documented by data - system of a large number of interacting intelligent agents. This book contains four papers in which the authors investigate the interactions of investors' strategies and the resulting aggregate properties of transaction prices. This title can be previewed in Google Books - http://books.google.com/books?vid=ISBN9789056295387 English, with summary in Dutch BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Industrial organization (Economic theory) fast Microeconomics fast Securities fast Stock exchanges fast Wirtschaft Industrial organization (Economic theory) Securities Stock exchanges Microeconomics http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297827 Aggregator Volltext |
| spellingShingle | Zovko, Ilija I. Topics in market microstructure BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Industrial organization (Economic theory) fast Microeconomics fast Securities fast Stock exchanges fast Wirtschaft Industrial organization (Economic theory) Securities Stock exchanges Microeconomics |
| title | Topics in market microstructure |
| title_auth | Topics in market microstructure |
| title_exact_search | Topics in market microstructure |
| title_full | Topics in market microstructure door Ilija I. Zovko |
| title_fullStr | Topics in market microstructure door Ilija I. Zovko |
| title_full_unstemmed | Topics in market microstructure door Ilija I. Zovko |
| title_short | Topics in market microstructure |
| title_sort | topics in market microstructure |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Industrial organization (Economic theory) fast Microeconomics fast Securities fast Stock exchanges fast Wirtschaft Industrial organization (Economic theory) Securities Stock exchanges Microeconomics |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Industrial organization (Economic theory) Microeconomics Securities Stock exchanges Wirtschaft |
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