Saggio sul gioco / Carlo Mongardini

• Record Nr.: UNINA990003775310403321
• Autore: Mongardini, Carlo <1938- >
• Pubbl/distr/stampa: Milano : Franco Angeli, c1989
• ISBN: 88-204-3356-7
• Descrizione fisica: 107 p. ; 22 cm
• Collana: Sociologia ; 140
• Disciplina: 306.481
• Locazione: BFS
• Collocazione: 306.481 MON 1
• Lingua di pubblicazione: Italiano
• Formato: Materiale a stampa
• Livello bibliografico: Monografia

Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck

• Record Nr.: UNINA9910777765003321
• Autore: Hasbrouck Joel
• Pubbl/distr/stampa: Oxford ; ; New York, : Oxford University Press, 2007
• ISBN: 0-19-771012-3; 0-19-988532-X; 9786612235283; 0-19-804130-6; 1-282-23528-1; 1-280-90793-2; 1-4294-6891-2
• Edizione: [2nd ed.]
• Descrizione fisica: 1 online resource (209 p.)
• Disciplina: 332.64
• Soggetti: Securities; Securities - Prices; Investments - Mathematical models; Stock exchanges - Mathematical models
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. 183-195) and index.
• Nota di contenuto: Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.; Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
• Sommario/riassunto: 1. Introduction. 2. Trading Mechanisms. 3. The Roll Model of Trade Prices. 4. Univariate Time-Series Analysis. 5. Sequential Trade Models. 6. Order Flow And The Probability of Informed Trading. 7. Strategic Trade Models. 8. A Generalized Roll Model. 9. Multivariate Linear Microstructure Models. 10. Multiple Securities and Multiple Prices. 11. Dealers and Their Inventories. 12. Limit Order Markets. 13. Depth. 14. Trading Costs: Retrospective and Comparative. 15. Prospective Trading Costs and Execution Strategies