Information and learning in markets: the impact of market microstructure
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton
Princeton University Press
©2008
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references and index The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific market arrangements--or microstructure--on the aggregation process and overall performance of financial markets. Xavier Vives bridges the gap between the two primary views of markets--informational efficiency and herding--and uses a coherent game-theoretic framework to bring together the latest results f Aggregation of information in simple market mechanisms : large markets -- Aggregation of information in simple market mechanisms : how large is large? -- Rational expectations and supply function competition -- Rational expectations and market microstructure in financial markets -- Strategic traders in financial markets -- Learning from others and herding -- Dynamic information aggregation -- Dynamic rational expectations models in competitive financial markets -- Price and information dynamics in financial markets -- Technical appendix |
| Beschreibung: | 1 Online-Ressource (xii, 406 pages) |
| ISBN: | 128245840X 140082950X 9781282458406 9781400829507 |
Internformat
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Datensatz im Suchindex
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| any_adam_object | |
| author | Vives, Xavier |
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| author_role | aut |
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| author_variant | x v xv |
| building | Verbundindex |
| bvnumber | BV043134312 |
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| dewey-ones | 332 - Financial economics |
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| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043134312 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:18:29Z |
| institution | BVB |
| isbn | 128245840X 140082950X 9781282458406 9781400829507 |
| language | English |
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| spelling | Vives, Xavier Verfasser aut Information and learning in markets the impact of market microstructure Xavier Vives Princeton Princeton University Press ©2008 1 Online-Ressource (xii, 406 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific market arrangements--or microstructure--on the aggregation process and overall performance of financial markets. Xavier Vives bridges the gap between the two primary views of markets--informational efficiency and herding--and uses a coherent game-theoretic framework to bring together the latest results f Aggregation of information in simple market mechanisms : large markets -- Aggregation of information in simple market mechanisms : how large is large? -- Rational expectations and supply function competition -- Rational expectations and market microstructure in financial markets -- Strategic traders in financial markets -- Learning from others and herding -- Dynamic information aggregation -- Dynamic rational expectations models in competitive financial markets -- Price and information dynamics in financial markets -- Technical appendix BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Economics / Microeconomics bisacsh Stock exchanges fast Wirtschaft Stock exchanges Markt (DE-588)4037621-7 gnd rswk-swf Marktstruktur (DE-588)4037647-3 gnd rswk-swf Information (DE-588)4026899-8 gnd rswk-swf Wirtschaftsmodell (DE-588)4079348-5 gnd rswk-swf Kommunikation (DE-588)4031883-7 gnd rswk-swf Mikroökonomie (DE-588)4039225-9 gnd rswk-swf Markt (DE-588)4037621-7 s Kommunikation (DE-588)4031883-7 s Information (DE-588)4026899-8 s Wirtschaftsmodell (DE-588)4079348-5 s Mikroökonomie (DE-588)4039225-9 s 1\p DE-604 Marktstruktur (DE-588)4037647-3 s 2\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 0-691-12743-3 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-691-12743-9 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=305773 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Vives, Xavier Information and learning in markets the impact of market microstructure BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Economics / Microeconomics bisacsh Stock exchanges fast Wirtschaft Stock exchanges Markt (DE-588)4037621-7 gnd Marktstruktur (DE-588)4037647-3 gnd Information (DE-588)4026899-8 gnd Wirtschaftsmodell (DE-588)4079348-5 gnd Kommunikation (DE-588)4031883-7 gnd Mikroökonomie (DE-588)4039225-9 gnd |
| subject_GND | (DE-588)4037621-7 (DE-588)4037647-3 (DE-588)4026899-8 (DE-588)4079348-5 (DE-588)4031883-7 (DE-588)4039225-9 |
| title | Information and learning in markets the impact of market microstructure |
| title_auth | Information and learning in markets the impact of market microstructure |
| title_exact_search | Information and learning in markets the impact of market microstructure |
| title_full | Information and learning in markets the impact of market microstructure Xavier Vives |
| title_fullStr | Information and learning in markets the impact of market microstructure Xavier Vives |
| title_full_unstemmed | Information and learning in markets the impact of market microstructure Xavier Vives |
| title_short | Information and learning in markets |
| title_sort | information and learning in markets the impact of market microstructure |
| title_sub | the impact of market microstructure |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh BUSINESS & ECONOMICS / Economics / Microeconomics bisacsh Stock exchanges fast Wirtschaft Stock exchanges Markt (DE-588)4037621-7 gnd Marktstruktur (DE-588)4037647-3 gnd Information (DE-588)4026899-8 gnd Wirtschaftsmodell (DE-588)4079348-5 gnd Kommunikation (DE-588)4031883-7 gnd Mikroökonomie (DE-588)4039225-9 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General BUSINESS & ECONOMICS / Economics / Microeconomics Stock exchanges Wirtschaft Markt Marktstruktur Information Wirtschaftsmodell Kommunikation Mikroökonomie |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=305773 |
| work_keys_str_mv | AT vivesxavier informationandlearninginmarketstheimpactofmarketmicrostructure |