Trades, quotes and prices: financial markets under the microscope
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financia...
Gespeichert in:
| Hauptverfasser: | , , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2018
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| Schlagworte: | |
| Online-Zugang: | DE-12 DE-92 DE-384 DE-473 DE-19 Volltext |
| Zusammenfassung: | The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 26 Feb 2018) |
| Beschreibung: | 1 Online-Ressource (xvii, 444 Seiten) |
| DOI: | 10.1017/9781316659335 |
Internformat
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Datensatz im Suchindex
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| author | Bouchaud, Jean-Philippe 1962- Bonart, Julius Donier, Jonathan Gould, Martin 1986- |
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| dewey-full | 332.64 |
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.64 |
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| doi_str_mv | 10.1017/9781316659335 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-20T05:09:33Z |
| institution | BVB |
| language | English |
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| spelling | Bouchaud, Jean-Philippe 1962- Verfasser (DE-588)129063053 aut Trades, quotes and prices financial markets under the microscope Jean-Philippe Bouchaud [and three others] Cambridge Cambridge University Press 2018 1 Online-Ressource (xvii, 444 Seiten) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 26 Feb 2018) The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all Capital market Stocks Futures Investments Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 s 1\p DE-604 Bonart, Julius Verfasser aut Donier, Jonathan Verfasser aut Gould, Martin 1986- Verfasser (DE-588)137155867 aut Erscheint auch als Druck-Ausgabe, hardback 9781107156050 https://doi.org/10.1017/9781316659335 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bouchaud, Jean-Philippe 1962- Bonart, Julius Donier, Jonathan Gould, Martin 1986- Trades, quotes and prices financial markets under the microscope Capital market Stocks Futures Investments Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4029578-3 |
| title | Trades, quotes and prices financial markets under the microscope |
| title_auth | Trades, quotes and prices financial markets under the microscope |
| title_exact_search | Trades, quotes and prices financial markets under the microscope |
| title_full | Trades, quotes and prices financial markets under the microscope Jean-Philippe Bouchaud [and three others] |
| title_fullStr | Trades, quotes and prices financial markets under the microscope Jean-Philippe Bouchaud [and three others] |
| title_full_unstemmed | Trades, quotes and prices financial markets under the microscope Jean-Philippe Bouchaud [and three others] |
| title_short | Trades, quotes and prices |
| title_sort | trades quotes and prices financial markets under the microscope |
| title_sub | financial markets under the microscope |
| topic | Capital market Stocks Futures Investments Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Capital market Stocks Futures Investments Kapitalmarkt |
| url | https://doi.org/10.1017/9781316659335 |
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