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Asset Pricing, Investment, and Trading Strategies
| Asset Pricing, Investment, and Trading Strategies |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (154 p.) |
| Soggetto topico | Development economics and emerging economies |
| Soggetto non controllato |
agricultural commodity future prices
ARDL backwardation capitalization competitiveness correlogram dependence economic regimes extreme value GMM growth high-frequency data integrated volatility investment jumps identification market efficiency market liquidity momentum strategy Newton-optimal method NON-stationary Extreme Value Analysis (NEVA) nonlinearity predictability quantile realized volatility risk-taking behavior sovereign bonds spillover state ownership stock exchange sustainability swap variance systematic trading trade-offs trading strategy transport operations turnover value traded Vietnam |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557610603321 |
Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Trading at the speed of light : how ultrafast algorithms are transforming financial markets / / Donald MacKenzie
| Trading at the speed of light : how ultrafast algorithms are transforming financial markets / / Donald MacKenzie |
| Autore | MacKenzie Donald A. |
| Pubbl/distr/stampa | Princeton : , : Princeton University Press, , [2021] |
| Descrizione fisica | 1 online resource (xii, 282 pages) : illustrations |
| Disciplina | 332.60285416 |
| Soggetto topico |
Investments - Data processing
Program trading (Securities) Algorithms Stock exchanges Finance |
| Soggetto non controllato |
Alexandre Laumonier
Automated Trading Desk BrokerTec CME Chicago Mercantile Exchange Dark Pools E-Mini EBS Flash Boys Juan Pablo Pardo-Guerra Michael Durbin Michael Gorham Michael Lewis Nidhi Singh Scott Patterson eSpeed electronic order books financial trading foreign exchange futures geodesic liquidity taking market making material political economy materiality political economy science and technology studies share trading venue shares social studies of finance sociology of finance sovereign bonds speed bumps |
| ISBN | 0-691-21779-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- List of Illustrations -- Acknowledgments -- 1. Introduction -- 2. To the Towers -- 3. "We'll show you our book. Why won't they?" -- 4. Dealers, Clients, and the Politics of Market Structure -- 5. "Not only would I lose my job, I might lose my legs too!" -- 6. How HFT Algorithms Interact, and How Exchanges Seek to Influence It -- 7. Conclusion -- Appendix: A Note on the Literature on HFT -- Notes -- References -- Index |
| Record Nr. | UNINA-9910554220003321 |
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MacKenzie Donald A.
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| Princeton : , : Princeton University Press, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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