Advances in quantitative analysis of finance and accounting.: Volume 3, Essays in microstructure in honor of David K. Whitcomb /
Annotation
Gespeichert in:
| Körperschaft: | |
|---|---|
| Weitere Verfasser: | , , |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New Jersey :
World Scientific,
©2006.
|
| Schriftenreihe: | Advances in Quantitative Analysis of Finance and Accounting Ser. ;
vol. 3. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | Annotation |
| Beschreibung: | 1 online resource (xx, 248 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9789812707291 9812707298 9812566260 9789812566263 |
Internformat
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| 245 | 0 | 0 | |a Advances in quantitative analysis of finance and accounting. |n Volume 3, |p Essays in microstructure in honor of David K. Whitcomb / |c editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee. |
| 260 | |a New Jersey : |b World Scientific, |c ©2006. | ||
| 300 | |a 1 online resource (xx, 248 pages) : |b illustrations | ||
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| 490 | 1 | |a Advances in Quantitative Analysis of Finance and Accounting Ser. ; |v Vol. 3 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | 0 | |t Economics of limit orders: |t Discriminatory limit order books, uniform price clearing and optimality / |r Lawrence R. Glosten -- |t Electronic limit order books and market resiliency: theory, evidence, and practice / |r Mark Coppejans, Ian Domowitz, Ananth Madhavan -- |t Notes for a contingent claims theory of limit order markets / |r Bruce N. Lehmann -- |t The option value of the limit order book / |r Alex Frino, Elvis Jarnecic, Thomas H. McInish -- |t Essays on liquidity of markets: |t The cross section of daily variation in liquidity / |r Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- |t Intraday volatility on NYSE and NASDAQ / |r Daniel G. Weaver -- |t The intraday probability of informed trading on the NYSE / |r Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- |t Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat / |r Thomas O. Miller, Michael S. Pagano -- |t Decimalization and market quality / |r Robin K. Chou, Wan-Chen Lee -- |t Market rationality: |t The importance of being conservative: an illustration of natural selection in a futures market / |r Guo Ying Luo -- |t Speculative non-fundamental components in mature stock markets: do they exist and are they related / |r Ramaprasad Bhar, A.G. Malliaris. |
| 588 | 0 | |a Print version record. | |
| 520 | 8 | |a Annotation |b One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure. | |
| 650 | 0 | |a Stock exchanges |x Mathematical models. | |
| 650 | 0 | |a Securities |x Prices |x Mathematical models. | |
| 650 | 0 | |a Liquidity (Economics) |x Mathematical models. | |
| 650 | 6 | |a Bourse |x Modèles mathématiques. | |
| 650 | 6 | |a Valeurs mobilières |x Prix |x Modèles mathématiques. | |
| 650 | 6 | |a Liquidité (Économie politique) |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Liquidity (Economics) |x Mathematical models |2 fast | |
| 650 | 7 | |a Securities |x Prices |x Mathematical models |2 fast | |
| 650 | 7 | |a Stock exchanges |x Mathematical models |2 fast | |
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| 700 | 1 | |a Brick, Ivan E. | |
| 700 | 1 | |a Ronen, Tavy. | |
| 700 | 1 | |a Lee, Cheng F. |0 http://id.loc.gov/authorities/names/n80134316 | |
| 710 | 2 | |a World Scientific (Firm) |0 http://id.loc.gov/authorities/names/no2001005546 | |
| 758 | |i has work: |a Essays in microstructure in honor of David K. Whitcomb Volume 3 Advances in quantitative analysis of finance and accounting (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFQM7gBKXC7CTWm6f3Kxfy |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |z 9789812566263 |
| 830 | 0 | |a Advances in Quantitative Analysis of Finance and Accounting Ser. ; |v vol. 3. | |
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| author_additional | Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Daniel G. Weaver -- Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- Thomas O. Miller, Michael S. Pagano -- Robin K. Chou, Wan-Chen Lee -- Guo Ying Luo -- Ramaprasad Bhar, A.G. Malliaris. |
| author_corporate | World Scientific (Firm) |
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| contents | Economics of limit orders: Discriminatory limit order books, uniform price clearing and optimality / Electronic limit order books and market resiliency: theory, evidence, and practice / Notes for a contingent claims theory of limit order markets / The option value of the limit order book / Essays on liquidity of markets: The cross section of daily variation in liquidity / Intraday volatility on NYSE and NASDAQ / The intraday probability of informed trading on the NYSE / Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat / Decimalization and market quality / Market rationality: The importance of being conservative: an illustration of natural selection in a futures market / Speculative non-fundamental components in mature stock markets: do they exist and are they related / |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632 |
| dewey-search | 332.632 |
| dewey-sort | 3332.632 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| illustrated | Illustrated |
| indexdate | 2024-07-16T15:03:42Z |
| institution | BVB |
| institution_GND | http://id.loc.gov/authorities/names/no2001005546 |
| isbn | 9789812707291 9812707298 9812566260 9789812566263 |
| language | English |
| oclc_num | 330459879 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xx, 248 pages) : illustrations |
| psigel | ZDB-4-EBU |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | World Scientific, |
| record_format | marc |
| series | Advances in Quantitative Analysis of Finance and Accounting Ser. ; |
| series2 | Advances in Quantitative Analysis of Finance and Accounting Ser. ; |
| spelling | Advances in quantitative analysis of finance and accounting. Volume 3, Essays in microstructure in honor of David K. Whitcomb / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee. New Jersey : World Scientific, ©2006. 1 online resource (xx, 248 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 Advances in Quantitative Analysis of Finance and Accounting Ser. ; Vol. 3 Includes bibliographical references and index. Economics of limit orders: Discriminatory limit order books, uniform price clearing and optimality / Lawrence R. Glosten -- Electronic limit order books and market resiliency: theory, evidence, and practice / Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Notes for a contingent claims theory of limit order markets / Bruce N. Lehmann -- The option value of the limit order book / Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Essays on liquidity of markets: The cross section of daily variation in liquidity / Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Intraday volatility on NYSE and NASDAQ / Daniel G. Weaver -- The intraday probability of informed trading on the NYSE / Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat / Thomas O. Miller, Michael S. Pagano -- Decimalization and market quality / Robin K. Chou, Wan-Chen Lee -- Market rationality: The importance of being conservative: an illustration of natural selection in a futures market / Guo Ying Luo -- Speculative non-fundamental components in mature stock markets: do they exist and are they related / Ramaprasad Bhar, A.G. Malliaris. Print version record. Annotation One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure. Stock exchanges Mathematical models. Securities Prices Mathematical models. Liquidity (Economics) Mathematical models. Bourse Modèles mathématiques. Valeurs mobilières Prix Modèles mathématiques. Liquidité (Économie politique) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Liquidity (Economics) Mathematical models fast Securities Prices Mathematical models fast Stock exchanges Mathematical models fast Festschriften fast Festschriften. lcgft http://id.loc.gov/authorities/genreForms/gf2016026082 Brick, Ivan E. Ronen, Tavy. Lee, Cheng F. http://id.loc.gov/authorities/names/n80134316 World Scientific (Firm) http://id.loc.gov/authorities/names/no2001005546 has work: Essays in microstructure in honor of David K. Whitcomb Volume 3 Advances in quantitative analysis of finance and accounting (Text) https://id.oclc.org/worldcat/entity/E39PCFQM7gBKXC7CTWm6f3Kxfy https://id.oclc.org/worldcat/ontology/hasWork Print version: 9789812566263 Advances in Quantitative Analysis of Finance and Accounting Ser. ; vol. 3. FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=514813 Volltext |
| spellingShingle | Advances in quantitative analysis of finance and accounting. Advances in Quantitative Analysis of Finance and Accounting Ser. ; Economics of limit orders: Discriminatory limit order books, uniform price clearing and optimality / Electronic limit order books and market resiliency: theory, evidence, and practice / Notes for a contingent claims theory of limit order markets / The option value of the limit order book / Essays on liquidity of markets: The cross section of daily variation in liquidity / Intraday volatility on NYSE and NASDAQ / The intraday probability of informed trading on the NYSE / Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat / Decimalization and market quality / Market rationality: The importance of being conservative: an illustration of natural selection in a futures market / Speculative non-fundamental components in mature stock markets: do they exist and are they related / Stock exchanges Mathematical models. Securities Prices Mathematical models. Liquidity (Economics) Mathematical models. Bourse Modèles mathématiques. Valeurs mobilières Prix Modèles mathématiques. Liquidité (Économie politique) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Liquidity (Economics) Mathematical models fast Securities Prices Mathematical models fast Stock exchanges Mathematical models fast |
| subject_GND | http://id.loc.gov/authorities/genreForms/gf2016026082 |
| title | Advances in quantitative analysis of finance and accounting. |
| title_alt | Economics of limit orders: Discriminatory limit order books, uniform price clearing and optimality / Electronic limit order books and market resiliency: theory, evidence, and practice / Notes for a contingent claims theory of limit order markets / The option value of the limit order book / Essays on liquidity of markets: The cross section of daily variation in liquidity / Intraday volatility on NYSE and NASDAQ / The intraday probability of informed trading on the NYSE / Leases, seats, and spreads: the determinants of the returns to leasing a NYSE seat / Decimalization and market quality / Market rationality: The importance of being conservative: an illustration of natural selection in a futures market / Speculative non-fundamental components in mature stock markets: do they exist and are they related / |
| title_auth | Advances in quantitative analysis of finance and accounting. |
| title_exact_search | Advances in quantitative analysis of finance and accounting. |
| title_full | Advances in quantitative analysis of finance and accounting. Volume 3, Essays in microstructure in honor of David K. Whitcomb / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee. |
| title_fullStr | Advances in quantitative analysis of finance and accounting. Volume 3, Essays in microstructure in honor of David K. Whitcomb / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee. |
| title_full_unstemmed | Advances in quantitative analysis of finance and accounting. Volume 3, Essays in microstructure in honor of David K. Whitcomb / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee. |
| title_short | Advances in quantitative analysis of finance and accounting. |
| title_sort | advances in quantitative analysis of finance and accounting essays in microstructure in honor of david k whitcomb |
| topic | Stock exchanges Mathematical models. Securities Prices Mathematical models. Liquidity (Economics) Mathematical models. Bourse Modèles mathématiques. Valeurs mobilières Prix Modèles mathématiques. Liquidité (Économie politique) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Liquidity (Economics) Mathematical models fast Securities Prices Mathematical models fast Stock exchanges Mathematical models fast |
| topic_facet | Stock exchanges Mathematical models. Securities Prices Mathematical models. Liquidity (Economics) Mathematical models. Bourse Modèles mathématiques. Valeurs mobilières Prix Modèles mathématiques. Liquidité (Économie politique) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. Liquidity (Economics) Mathematical models Securities Prices Mathematical models Stock exchanges Mathematical models Festschriften Festschriften. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=514813 |
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