LEADER 01010nam a22002531i 4500 001 991001287249707536 005 20031029144707.0 008 040407s1959 it a||||||||||||||||ita 035 $ab1274749x-39ule_inst 035 $aARCHE-072713$9ExL 040 $aDip.to Scienze Storiche$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a726.509 100 1 $aCausa Picone, Marina$036435 245 13$aLa Cappella Sansevero /$cMarina Picone 260 $aNapoli :$bAzienda autonoma di soggiorno cura e turismo,$c1959 300 $a140, [4] p., [22] c. di tav. :$bill. ;$c19 cm 440 3$aLe chiese di Napoli : monografie d'arte ad uso dei turisti 651 4$aNapoli$xCappella Sansevero 907 $a.b1274749x$b02-04-14$c16-04-04 912 $a991001287249707536 945 $aLE009 LA V S 12 (Fondo Bottari)$g1$lle009$o-$pE0.00$q-$rn$so $t0$u0$v0$w0$x0$y.i13285324$z16-04-04 996 $aCappella Sansevero$9266302 997 $aUNISALENTO 998 $ale009$b16-04-04$cm$da $e-$fita$git $h3$i1 LEADER 03704nam 22007334a 450 001 9910777765003321 005 20200520144314.0 010 $a0-19-771012-3 010 $a0-19-988532-X 010 $a9786612235283 010 $a0-19-804130-6 010 $a1-282-23528-1 010 $a1-280-90793-2 010 $a1-4294-6891-2 035 $a(CKB)1000000000473126 035 $a(EBL)415271 035 $a(OCoLC)476241387 035 $a(SSID)ssj0000146229 035 $a(PQKBManifestationID)11160372 035 $a(PQKBTitleCode)TC0000146229 035 $a(PQKBWorkID)10183156 035 $a(PQKB)10245984 035 $a(Au-PeEL)EBL415271 035 $a(CaPaEBR)ebr10271467 035 $a(CaONFJC)MIL223528 035 $a(Au-PeEL)EBL5121565 035 $a(CaONFJC)MIL90793 035 $a(OCoLC)1027169778 035 $a(PPN)156847558 035 $a(MiAaPQ)EBC415271 035 $a(EXLCZ)991000000000473126 100 $a20060203d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aEmpirical market microstructure$b[electronic resource] $ethe institutions, economics and econometrics of securities trading /$fJoel Hasbrouck 205 $a2nd ed. 210 $aOxford ;$aNew York $cOxford University Press$d2007 215 $a1 online resource (209 p.) 300 $aDescription based upon print version of record. 311 $a0-19-530164-1 320 $aIncludes bibliographical references (p. 183-195) and index. 327 $aIntroduction -- 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. 327 $aIntroduction -- 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. 330 $a1. 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 606 $aSecurities 606 $aSecurities$xPrices 606 $aInvestments$xMathematical models 606 $aStock exchanges$xMathematical models 615 0$aSecurities. 615 0$aSecurities$xPrices. 615 0$aInvestments$xMathematical models. 615 0$aStock exchanges$xMathematical models. 676 $a332.64 700 $aHasbrouck$b Joel$0614445 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910777765003321 996 $aEmpirical market microstructure$91130868 997 $aUNINA