Market microstructure: confronting many viewpoints
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 wi...
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| Other Authors: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex
Wiley
2012
|
| Series: | Wiley finance series
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| Subjects: | |
| Links: | https://learning.oreilly.com/library/view/-/9781119952787/?ar |
| Summary: | 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, and other. |
| Item Description: | Includes bibliographical references and index. - Print version record |
| Physical Description: | 1 Online-Ressource. |
| ISBN: | 1119952778 9781119952770 9781119952787 1119952786 9781119952794 1119952794 |
Staff View
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| spelling | Market microstructure confronting many viewpoints edited by Frédéric Abergel [and others] Chichester, West Sussex Wiley 2012 1 Online-Ressource. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Wiley finance series Includes bibliographical references and index. - Print version record 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, and other. Securities Securities Prices Stock exchanges Microfinance Valeurs mobilières ; Prix Bourse stock exchanges BUSINESS & ECONOMICS ; Investments & Securities ; General Securities ; Prices Abergel, Frédéric MitwirkendeR ctb 9781119952411 Erscheint auch als Druck-Ausgabe 9781119952411 |
| spellingShingle | Market microstructure confronting many viewpoints Securities Securities Prices Stock exchanges Microfinance Valeurs mobilières ; Prix Bourse stock exchanges BUSINESS & ECONOMICS ; Investments & Securities ; General Securities ; Prices |
| title | Market microstructure confronting many viewpoints |
| title_auth | Market microstructure confronting many viewpoints |
| title_exact_search | Market microstructure confronting many viewpoints |
| title_full | Market microstructure confronting many viewpoints edited by Frédéric Abergel [and others] |
| title_fullStr | Market microstructure confronting many viewpoints edited by Frédéric Abergel [and others] |
| title_full_unstemmed | Market microstructure confronting many viewpoints edited by Frédéric Abergel [and others] |
| title_short | Market microstructure |
| title_sort | market microstructure confronting many viewpoints |
| title_sub | confronting many viewpoints |
| topic | Securities Securities Prices Stock exchanges Microfinance Valeurs mobilières ; Prix Bourse stock exchanges BUSINESS & ECONOMICS ; Investments & Securities ; General Securities ; Prices |
| topic_facet | Securities Securities Prices Stock exchanges Microfinance Valeurs mobilières ; Prix Bourse stock exchanges BUSINESS & ECONOMICS ; Investments & Securities ; General Securities ; Prices |
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