The microstructure of financial markets:
The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2009
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| Schlagworte: | |
| Online-Zugang: | BSB01 EUV01 UBG01 Volltext |
| Zusammenfassung: | The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text |
| Beschreibung: | 1 Online-Ressource (ix, 198 Seiten) Diagramme |
| ISBN: | 9780511818547 |
| DOI: | 10.1017/CBO9780511818547 |
Internformat
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Datensatz im Suchindex
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| author | Jong, Frank de 1966- Rindi, Barbara |
| author_GND | (DE-588)129231584 (DE-588)129231606 |
| author_facet | Jong, Frank de 1966- Rindi, Barbara |
| author_role | aut aut |
| author_sort | Jong, Frank de 1966- |
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| building | Verbundindex |
| bvnumber | BV043923673 |
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| contents | Institutions and market structure -- Financial market equilibrium -- Batch markets with strategic informed traders -- Dealer markets: information-based models -- Inventory models -- Empirical models of market microstructure -- Liquidity and asset pricing -- Models of the limit order book -- Price discovery -- Policy issues in financial market structure |
| ctrlnum | (ZDB-20-CBO)CR9780511818547 (OCoLC)1191899468 (DE-599)BVBBV043923673 |
| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511818547 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:42Z |
| institution | BVB |
| isbn | 9780511818547 |
| language | English |
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| physical | 1 Online-Ressource (ix, 198 Seiten) Diagramme |
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| spelling | Jong, Frank de 1966- Verfasser (DE-588)129231584 aut The microstructure of financial markets Frank de Jong and Barbara Rindi Cambridge Cambridge University Press 2009 1 Online-Ressource (ix, 198 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Institutions and market structure -- Financial market equilibrium -- Batch markets with strategic informed traders -- Dealer markets: information-based models -- Inventory models -- Empirical models of market microstructure -- Liquidity and asset pricing -- Models of the limit order book -- Price discovery -- Policy issues in financial market structure The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text Capital market Financial institutions Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s 1\p DE-604 Rindi, Barbara Verfasser (DE-588)129231606 aut Erscheint auch als Druck-Ausgabe, Hardcover 978-0-521-86784-9 (DE-604)BV035562513 Erscheint auch als Druck-Ausgabe, Paperback 978-0-521-68727-0 (DE-604)BV035562513 https://doi.org/10.1017/CBO9780511818547 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Jong, Frank de 1966- Rindi, Barbara The microstructure of financial markets Institutions and market structure -- Financial market equilibrium -- Batch markets with strategic informed traders -- Dealer markets: information-based models -- Inventory models -- Empirical models of market microstructure -- Liquidity and asset pricing -- Models of the limit order book -- Price discovery -- Policy issues in financial market structure Capital market Financial institutions Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4073788-3 |
| title | The microstructure of financial markets |
| title_auth | The microstructure of financial markets |
| title_exact_search | The microstructure of financial markets |
| title_full | The microstructure of financial markets Frank de Jong and Barbara Rindi |
| title_fullStr | The microstructure of financial markets Frank de Jong and Barbara Rindi |
| title_full_unstemmed | The microstructure of financial markets Frank de Jong and Barbara Rindi |
| title_short | The microstructure of financial markets |
| title_sort | the microstructure of financial markets |
| topic | Capital market Financial institutions Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Capital market Financial institutions Kreditmarkt |
| url | https://doi.org/10.1017/CBO9780511818547 |
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