Market microstructure: confronting many viewpoints
Gespeichert in:
Format: | Elektronisch E-Book |
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Sprache: | English |
Veröffentlicht: |
Hoboken, N.J.
Wiley
2012
|
Schriftenreihe: | The Wiley finance series
|
Schlagworte: | |
Online-Zugang: | FRO01 UBG01 UBY01 Volltext Buchcover |
Beschreibung: | Includes bibliographical references and index 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 |
Beschreibung: | 1 Online-Ressource |
ISBN: | 9781119952787 1119952786 9781119952770 1119952778 9781119952794 1119952794 9781118673553 1118673557 |
DOI: | 10.1002/9781118673553 |
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Datensatz im Suchindex
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spelling | Market microstructure confronting many viewpoints edited by Frédéric Abergel ... [et al.] Hoboken, N.J. Wiley 2012 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier The Wiley finance series Includes bibliographical references and index 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 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microfinance fast Securities fast Securities / Prices fast Stock exchanges fast Wirtschaft Securities Securities / Prices Stock exchanges Microfinance Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 s 2\p DE-604 Abergel, Frédéric Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-1-119-95241-1 https://doi.org/10.1002/9781118673553 Verlag URL des Erstveröffentlichers Volltext SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028812699&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Buchcover 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 | Market microstructure confronting many viewpoints BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microfinance fast Securities fast Securities / Prices fast Stock exchanges fast Wirtschaft Securities Securities / Prices Stock exchanges Microfinance Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd |
subject_GND | (DE-588)4508395-2 (DE-588)4143413-4 |
title | Market microstructure confronting many viewpoints |
title_auth | Market microstructure confronting many viewpoints |
title_exact_search | Market microstructure confronting many viewpoints |
title_full | Market microstructure confronting many viewpoints edited by Frédéric Abergel ... [et al.] |
title_fullStr | Market microstructure confronting many viewpoints edited by Frédéric Abergel ... [et al.] |
title_full_unstemmed | Market microstructure confronting many viewpoints edited by Frédéric Abergel ... [et al.] |
title_short | Market microstructure |
title_sort | market microstructure confronting many viewpoints |
title_sub | confronting many viewpoints |
topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microfinance fast Securities fast Securities / Prices fast Stock exchanges fast Wirtschaft Securities Securities / Prices Stock exchanges Microfinance Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd |
topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Microfinance Securities Securities / Prices Stock exchanges Wirtschaft Mikrostrukturtheorie Kapitalmarkttheorie Aufsatzsammlung |
url | https://doi.org/10.1002/9781118673553 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028812699&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT abergelfrederic marketmicrostructureconfrontingmanyviewpoints |