Market microstructure : confronting many viewpoints / / edited by Frédéric Abergel ... [et al.]
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| Titolo: |
Market microstructure : confronting many viewpoints / / edited by Frédéric Abergel ... [et al.]
|
| Pubblicazione: | Chichester, West Sussex, U.K., : Wiley, 2012 |
| Edizione: | 1st edition |
| Descrizione fisica: | 1 online resource (256 p.) |
| Disciplina: | 332.64/2 |
| Soggetto topico: | Securities |
| Securities - Prices | |
| Stock exchanges | |
| Microfinance | |
| Altri autori: |
AbergelFrédéric
|
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading. |
| Sommario/riassunto: | The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous ""stylized facts"" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, |
| Titolo autorizzato: | Market microstructure |
| ISBN: | 1-118-67355-7 |
| 1-280-67910-7 | |
| 9786613656032 | |
| 1-119-95277-8 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910141256703321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.