Topics in market microstructure /:
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...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[Amsterdam] :
Vossiuspers UvA : Amsterdam University Press,
©2008.
|
| Schriftenreihe: | UvA Proefschriften Ser.
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (vi, 109 pages) : illustrations. |
| Bibliographie: | Includes bibliographical references (pages 99-107). |
| ISBN: | 9048507839 9789048507832 1282401750 9781282401754 |
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| 505 | 0 | |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). | |
| 520 | 8 | |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. | |
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| 650 | 6 | |a Économie industrielle. | |
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| contents | 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). |
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| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| spelling | Zovko, Ilija I. Topics in market microstructure / door Ilija I. Zovko. [Amsterdam] : Vossiuspers UvA : Amsterdam University Press, ©2008. 1 online resource (vi, 109 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier UvA Proefschriften Ser. English, with summary in Dutch. Includes bibliographical references (pages 99-107). Print version record. 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. Industrial organization (Economic theory) http://id.loc.gov/authorities/subjects/sh85065909 Securities. http://id.loc.gov/authorities/subjects/sh85119463 Stock exchanges. http://id.loc.gov/authorities/subjects/sh85128191 Microeconomics. http://id.loc.gov/authorities/subjects/sh85084819 Économie industrielle. Bourse. Microéconomie. stock exchanges. aat BUSINESS & ECONOMICS Investments & Securities General. bisacsh Industrial organization (Economic theory) fast Microeconomics fast Securities fast Stock exchanges fast Electronic book. has work: Topics in market microstructure (Text) https://id.oclc.org/worldcat/entity/E39PCFCbTKvfDXfCywXHh3Vmbd https://id.oclc.org/worldcat/ontology/hasWork Print version: Zovko, Ilija I. Topics in market microstructure. Amsterdam : Vossiuspers UvA ; Amsterdam University Press, ©2008 9789056295387 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297827 Volltext |
| spellingShingle | Zovko, Ilija I. Topics in market microstructure / UvA Proefschriften Ser. 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). Industrial organization (Economic theory) http://id.loc.gov/authorities/subjects/sh85065909 Securities. http://id.loc.gov/authorities/subjects/sh85119463 Stock exchanges. http://id.loc.gov/authorities/subjects/sh85128191 Microeconomics. http://id.loc.gov/authorities/subjects/sh85084819 Économie industrielle. Bourse. Microéconomie. stock exchanges. aat BUSINESS & ECONOMICS Investments & Securities General. bisacsh Industrial organization (Economic theory) fast Microeconomics fast Securities fast Stock exchanges fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85065909 http://id.loc.gov/authorities/subjects/sh85119463 http://id.loc.gov/authorities/subjects/sh85128191 http://id.loc.gov/authorities/subjects/sh85084819 |
| 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 | Industrial organization (Economic theory) http://id.loc.gov/authorities/subjects/sh85065909 Securities. http://id.loc.gov/authorities/subjects/sh85119463 Stock exchanges. http://id.loc.gov/authorities/subjects/sh85128191 Microeconomics. http://id.loc.gov/authorities/subjects/sh85084819 Économie industrielle. Bourse. Microéconomie. stock exchanges. aat BUSINESS & ECONOMICS Investments & Securities General. bisacsh Industrial organization (Economic theory) fast Microeconomics fast Securities fast Stock exchanges fast |
| topic_facet | Industrial organization (Economic theory) Securities. Stock exchanges. Microeconomics. Économie industrielle. Bourse. Microéconomie. stock exchanges. BUSINESS & ECONOMICS Investments & Securities General. Microeconomics Securities Stock exchanges Electronic book. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297827 |
| work_keys_str_mv | AT zovkoilijai topicsinmarketmicrostructure |