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1994 : bilanci e rappresentazione del rischio finanziario / a cura di KPMG
| 1994 : bilanci e rappresentazione del rischio finanziario / a cura di KPMG |
| Pubbl/distr/stampa | Milano : Edibank, c1995 |
| Descrizione fisica | 261 p. ; 25 cm |
| Disciplina | 332.632 |
| Altri autori (Enti) |
KPMG |
| Collana | Banche & bilanci |
| Soggetto topico | Investimenti - Rischi |
| ISBN | 8886373597 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991000333169707536 |
| Milano : Edibank, c1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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A non-random walk down Wall Street / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo, Andrew W. |
| Edizione | [5. ed] |
| Pubbl/distr/stampa | Princeton, : Princeton University, 2002 |
| Descrizione fisica | XXIII, 424 p. : graf. e tab. ; 24 cm |
| Disciplina | 332.632 |
| Altri autori (Persone) | MacKinlay, Archie Craig |
| Soggetto topico | Azione sociale - Prezzi - Modelli matematici |
| ISBN | 0691092567 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAS-RML0266193 |
Lo, Andrew W.
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| Princeton, : Princeton University, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
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A non-random walk down Wall Street / Andrew W. Lo and A. Craig MacKinlay
| A non-random walk down Wall Street / Andrew W. Lo and A. Craig MacKinlay |
| Autore | Lo, Andrew W. |
| Pubbl/distr/stampa | Princeton : Princeton University press, 1999 |
| Descrizione fisica | xxiii, 423 p. ; 24 cm |
| Disciplina | 332.632 |
| Altri autori (Persone) | MacKinlay, Archie Craig <1955- > |
| ISBN | 0-691-057745-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990003840380403321 |
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Lo, Andrew W.
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| Princeton : Princeton University press, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A non-random walk down Wall Street / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo, Andrew W. |
| Pubbl/distr/stampa | Princeton, : Princeton University, ©1999 |
| Descrizione fisica | XXIII, 424 p. : grafici ; 24 cm |
| Disciplina | 332.632 |
| Altri autori (Persone) | MacKinlay, Archie Craig |
| Soggetto topico | Azione sociale - Prezzi - Modelli matematici |
| ISBN | 0691057745 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAS-RML0263167 |
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Lo, Andrew W.
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| Princeton, : Princeton University, ©1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
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A reappraisl of the efficiency of financial markets / edited by Rui M.C. Guimaraes, Brian G. Kingsman, Stephen J. Taylor
| A reappraisl of the efficiency of financial markets / edited by Rui M.C. Guimaraes, Brian G. Kingsman, Stephen J. Taylor |
| Pubbl/distr/stampa | Berlin : Springer, c1989 |
| Descrizione fisica | XI, 804 p ; 24 cm |
| Disciplina | 332.632 |
| Collana | NATO ASI series, Series f: Computer and systems sciences |
| Soggetto topico |
Mercati finanziari -- Congressi -- 1988
Cambi -- Congressi -- 1988 Congressi -- Sesimbra -- 1988 |
| ISBN | 3-540-51107-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990000886890203316 |
| Berlin : Springer, c1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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ABF journal : for the commercial finance professional
| ABF journal : for the commercial finance professional |
| Pubbl/distr/stampa | Rosemont, PA : , : Xander Media Group, , 2003- |
| Disciplina | 332.632 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Asset-based financing journal |
| Record Nr. | UNINA-9910679978803321 |
| Rosemont, PA : , : Xander Media Group, , 2003- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Active courts and menu contracts / Luca Anderlini, Leonardo Felli, Andrew Postlewaite
| Active courts and menu contracts / Luca Anderlini, Leonardo Felli, Andrew Postlewaite |
| Autore | ANDERLINI, Luca |
| Pubbl/distr/stampa | Roma : Ente per gli studi monetari, bancari e finanziari Luigi Einaudi, 2008 |
| Descrizione fisica | 22 p. ; 24 cm |
| Disciplina | 332.632 |
| Altri autori (Persone) |
FELLI, Leonardo
POSTLEWAITE, Andrew |
| Collana | Temi di ricerca |
| Soggetto topico | Investimenti |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990003419030203316 |
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ANDERLINI, Luca
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| Roma : Ente per gli studi monetari, bancari e finanziari Luigi Einaudi, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) |
WhitcombDavid K
BrickIvan E RonenTavy LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Stock exchanges - Mathematical models
Securities - Prices - Mathematical models Liquidity (Economics) - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-90910-6
9786611909109 981-270-729-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 3; Contents; Introduction to Volume 3 Ivan E. Brick, Tavy Ronen; List of Contributors; Section I - Economics of Limit Orders; Chapter 1 Discriminatory Limit Order Books, Uniform Price Clearing and Optimality Lawrence R. Glosten; 1. Introduction; 2. The Economic Setting; 3. Optimum Terms of Trade; 4. Discriminatory CLOB and Uniform Price Clearing; 4.1. CLOB; 4.2. Uniform price clearing; 4.3. Welfare analysis; 5. Discussion; 6. Conclusion; Acknowledgments; References
Chapter 2 Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice Mark Coppejans, Ian Domowitz, Ananth Madhavan1. Introduction; 2. Theory; 2.1. Model framework; 2.2. Liquidity dynamics; 3. Empirical Results; 3.1. Institutional details; 3.2. Data; 3.3. Liquidity metrics; 3.4. Realized price impact costs; 4. Dynamics of Liquidity; 4.1. Identification; 4.2. Specification and estimation of market liquidity dynamics; 4.3. Impulse response functions; 4.4. The dynamic relationship between liquidity and volatility; 5. Practical Issues; 5.1. Institutional trading 5.2. Optimal trading strategies5.3. Market structure, trading protocols, and resiliency; 6. Conclusion; Acknowledgments; References; Chapter 3 Notes for a Contingent Claims Theory of Limit Order Markets Bruce N. Lehmann; 1. Introduction; 2. Limit Orders as Order Flow Derivatives; 3. Limit Order Valuation and Order Flow Bets; 4. Limit Order Book Dynamics; 5. Conclusion; Acknowledgments; References; Chapter 4 The Option Value of the Limit Order Book Alex Frino, Elvis Jarnecic, Thomas H. McInish; 1. Introduction; 2. The ASX Market Structure; 3. Data and Methodology 3.1. Databases and sample selection3.2. Reconstruction of the limit order schedule; 3.3. Calculation of variables and the option value of a limit order; 3.4. The limit order schedule and its option value; 4. Empirical Results; 4.1. An intraday examination of the limit order schedule; 4.2. Robustness of results across size of stocks and time periods; 5. Summary and Conclusions; Acknowledgments; References; Section II - Essays on Liquidity of Markets; Chapter 5 The Cross Section of Daily Variation in Liquidity Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam; 1. Data 1.1. Inclusion requirements1.2. Summary statistics; 2. The Relation Between Liquidity and Stock Volatility; 2.1. Theoretical background; 2.2. Empirical analysis; 2.2.1. Time-series regressions; 2.2.2. Cross-sectional determinants of the response of liquidity to absolute returns; 2.2.3. Robustness checks; 3. Conclusion; Acknowledgments; References; Chapter 6 Intraday Volatility on the NYSE and NASDAQ Daniel G.Weaver; 1. Introduction; 2. Sample and Methodology; 3. Results; 4. Conclusion; Acknowledgments; References Chapter 7 The Intraday Probability of Informed Trading on the NYSE Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness |
| Record Nr. | UNINA-9910453338103321 |
| Hackensack, N.J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) |
WhitcombDavid K
BrickIvan E RonenTavy LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Stock exchanges - Mathematical models
Securities - Prices - Mathematical models Liquidity (Economics) - Mathematical models |
| ISBN |
1-281-90910-6
9786611909109 981-270-729-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 3; Contents; Introduction to Volume 3 Ivan E. Brick, Tavy Ronen; List of Contributors; Section I - Economics of Limit Orders; Chapter 1 Discriminatory Limit Order Books, Uniform Price Clearing and Optimality Lawrence R. Glosten; 1. Introduction; 2. The Economic Setting; 3. Optimum Terms of Trade; 4. Discriminatory CLOB and Uniform Price Clearing; 4.1. CLOB; 4.2. Uniform price clearing; 4.3. Welfare analysis; 5. Discussion; 6. Conclusion; Acknowledgments; References
Chapter 2 Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice Mark Coppejans, Ian Domowitz, Ananth Madhavan1. Introduction; 2. Theory; 2.1. Model framework; 2.2. Liquidity dynamics; 3. Empirical Results; 3.1. Institutional details; 3.2. Data; 3.3. Liquidity metrics; 3.4. Realized price impact costs; 4. Dynamics of Liquidity; 4.1. Identification; 4.2. Specification and estimation of market liquidity dynamics; 4.3. Impulse response functions; 4.4. The dynamic relationship between liquidity and volatility; 5. Practical Issues; 5.1. Institutional trading 5.2. Optimal trading strategies5.3. Market structure, trading protocols, and resiliency; 6. Conclusion; Acknowledgments; References; Chapter 3 Notes for a Contingent Claims Theory of Limit Order Markets Bruce N. Lehmann; 1. Introduction; 2. Limit Orders as Order Flow Derivatives; 3. Limit Order Valuation and Order Flow Bets; 4. Limit Order Book Dynamics; 5. Conclusion; Acknowledgments; References; Chapter 4 The Option Value of the Limit Order Book Alex Frino, Elvis Jarnecic, Thomas H. McInish; 1. Introduction; 2. The ASX Market Structure; 3. Data and Methodology 3.1. Databases and sample selection3.2. Reconstruction of the limit order schedule; 3.3. Calculation of variables and the option value of a limit order; 3.4. The limit order schedule and its option value; 4. Empirical Results; 4.1. An intraday examination of the limit order schedule; 4.2. Robustness of results across size of stocks and time periods; 5. Summary and Conclusions; Acknowledgments; References; Section II - Essays on Liquidity of Markets; Chapter 5 The Cross Section of Daily Variation in Liquidity Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam; 1. Data 1.1. Inclusion requirements1.2. Summary statistics; 2. The Relation Between Liquidity and Stock Volatility; 2.1. Theoretical background; 2.2. Empirical analysis; 2.2.1. Time-series regressions; 2.2.2. Cross-sectional determinants of the response of liquidity to absolute returns; 2.2.3. Robustness checks; 3. Conclusion; Acknowledgments; References; Chapter 6 Intraday Volatility on the NYSE and NASDAQ Daniel G.Weaver; 1. Introduction; 2. Sample and Methodology; 3. Results; 4. Conclusion; Acknowledgments; References Chapter 7 The Intraday Probability of Informed Trading on the NYSE Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness |
| Record Nr. | UNINA-9910782488003321 |
| Hackensack, N.J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) |
WhitcombDavid K
BrickIvan E RonenTavy LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Stock exchanges - Mathematical models
Securities - Prices - Mathematical models Liquidity (Economics) - Mathematical models |
| ISBN |
1-281-90910-6
9786611909109 981-270-729-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 3; Contents; Introduction to Volume 3 Ivan E. Brick, Tavy Ronen; List of Contributors; Section I - Economics of Limit Orders; Chapter 1 Discriminatory Limit Order Books, Uniform Price Clearing and Optimality Lawrence R. Glosten; 1. Introduction; 2. The Economic Setting; 3. Optimum Terms of Trade; 4. Discriminatory CLOB and Uniform Price Clearing; 4.1. CLOB; 4.2. Uniform price clearing; 4.3. Welfare analysis; 5. Discussion; 6. Conclusion; Acknowledgments; References
Chapter 2 Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice Mark Coppejans, Ian Domowitz, Ananth Madhavan1. Introduction; 2. Theory; 2.1. Model framework; 2.2. Liquidity dynamics; 3. Empirical Results; 3.1. Institutional details; 3.2. Data; 3.3. Liquidity metrics; 3.4. Realized price impact costs; 4. Dynamics of Liquidity; 4.1. Identification; 4.2. Specification and estimation of market liquidity dynamics; 4.3. Impulse response functions; 4.4. The dynamic relationship between liquidity and volatility; 5. Practical Issues; 5.1. Institutional trading 5.2. Optimal trading strategies5.3. Market structure, trading protocols, and resiliency; 6. Conclusion; Acknowledgments; References; Chapter 3 Notes for a Contingent Claims Theory of Limit Order Markets Bruce N. Lehmann; 1. Introduction; 2. Limit Orders as Order Flow Derivatives; 3. Limit Order Valuation and Order Flow Bets; 4. Limit Order Book Dynamics; 5. Conclusion; Acknowledgments; References; Chapter 4 The Option Value of the Limit Order Book Alex Frino, Elvis Jarnecic, Thomas H. McInish; 1. Introduction; 2. The ASX Market Structure; 3. Data and Methodology 3.1. Databases and sample selection3.2. Reconstruction of the limit order schedule; 3.3. Calculation of variables and the option value of a limit order; 3.4. The limit order schedule and its option value; 4. Empirical Results; 4.1. An intraday examination of the limit order schedule; 4.2. Robustness of results across size of stocks and time periods; 5. Summary and Conclusions; Acknowledgments; References; Section II - Essays on Liquidity of Markets; Chapter 5 The Cross Section of Daily Variation in Liquidity Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam; 1. Data 1.1. Inclusion requirements1.2. Summary statistics; 2. The Relation Between Liquidity and Stock Volatility; 2.1. Theoretical background; 2.2. Empirical analysis; 2.2.1. Time-series regressions; 2.2.2. Cross-sectional determinants of the response of liquidity to absolute returns; 2.2.3. Robustness checks; 3. Conclusion; Acknowledgments; References; Chapter 6 Intraday Volatility on the NYSE and NASDAQ Daniel G.Weaver; 1. Introduction; 2. Sample and Methodology; 3. Results; 4. Conclusion; Acknowledgments; References Chapter 7 The Intraday Probability of Informed Trading on the NYSE Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness |
| Record Nr. | UNINA-9910824665603321 |
| Hackensack, N.J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
