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[null,"1.","Record Nr.",null,"UNINA9910828496803321"]
[null,null,"Autore",null,"Hasbrouck Joel"]
[null,null,"Titolo",null,"Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck"]
[null,null,"Pubbl/distr/stampa",null,"Oxford ; ; New York, : Oxford University Press, 2007"]
[null,null,"ISBN",null,"0-19-771012-3"]
[{"$nulls":4},"0-19-988532-X"]
[{"$nulls":4},"9786612235283"]
[{"$nulls":4},"0-19-804130-6"]
[{"$nulls":4},"1-282-23528-1"]
[{"$nulls":4},"1-280-90793-2"]
[{"$nulls":4},"1-4294-6891-2"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (209 p.)"]
[null,null,"Disciplina",null,"332.64"]
[null,null,"Soggetti",null,"Securities"]
[{"$nulls":4},"Securities - Prices"]
[{"$nulls":4},"Investments - Mathematical models"]
[{"$nulls":4},"Stock exchanges - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. 183-195) and index."]
[null,null,"Nota di contenuto",null,"Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies."]
[{"$nulls":4},"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 "]
[{"$nulls":4},"costs and execution strategies."]
[null,null,null,"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"]