Read and Download eBook Full
Author: Jack D. Glen
Publisher: World Bank Publications
Published: 1994-01-01
Total Pages: 52
ISBN-13: 9780821331101
DOWNLOAD EBOOKIFC Discusssion Paper No. 24. Investors' interest in emerging markets has grown significantly in recent years because of potential high returns and the benefits of diversification. Despite this increased activity, there remains little information o
Author: Jack Glen
Publisher:
Published: 1995
Total Pages: 36
ISBN-13:
DOWNLOAD EBOOKAuthor: Anatoly B. Schmidt
Publisher: John Wiley & Sons
Published: 2011-07-05
Total Pages: 195
ISBN-13: 1118093658
DOWNLOAD EBOOKAn informative guide to market microstructure and trading strategies Over the last decade, the financial landscape has undergone a significant transformation, shaped by the forces of technology, globalization, and market innovations to name a few. In order to operate effectively in today's markets, you need more than just the motivation to succeed, you need a firm understanding of how modern financial markets work and what professional trading is really about. Dr. Anatoly Schmidt, who has worked in the financial industry since 1997, and teaches in the Financial Engineering program of Stevens Institute of Technology, puts these topics in perspective with his new book. Divided into three comprehensive parts, this reliable resource offers a balance between the theoretical aspects of market microstructure and trading strategies that may be more relevant for practitioners. Along the way, it skillfully provides an informative overview of modern financial markets as well as an engaging assessment of the methods used in deriving and back-testing trading strategies. Details the modern financial markets for equities, foreign exchange, and fixed income Addresses the basics of market dynamics, including statistical distributions and volatility of returns Offers a summary of approaches used in technical analysis and statistical arbitrage as well as a more detailed description of trading performance criteria and back-testing strategies Includes two appendices that support the main material in the book If you're unprepared to enter today's markets you will underperform. But with Financial Markets and Trading as your guide, you'll quickly discover what it takes to make it in this competitive field.
Author: Kee H. Chung
Publisher:
Published: 2010
Total Pages: 155
ISBN-13:
DOWNLOAD EBOOKAuthor: Maureen O'Hara
Publisher: John Wiley & Sons
Published: 1998-03-06
Total Pages: 310
ISBN-13: 0631207619
DOWNLOAD EBOOKWritten by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.
Author: Joel Hasbrouck
Publisher: Oxford University Press
Published: 2007-01-04
Total Pages: 209
ISBN-13: 0198041306
DOWNLOAD EBOOKThe interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.
Author: Daniel F. Spulber
Publisher: Cambridge University Press
Published: 1999-04-13
Total Pages: 412
ISBN-13: 9780521659789
DOWNLOAD EBOOKProfessor Spulber demonstrates how the intermediation theory of the firm explains firm formation by showing why firms arise in a market equilibrium with costly transactions. In addition, the theory helps explain how markets work by.
Author: Anatoly B. Schmidt
Publisher: John Wiley & Sons
Published: 2011-08-09
Total Pages: 195
ISBN-13: 0470924128
DOWNLOAD EBOOKAn informative guide to market microstructure and trading strategies Over the last decade, the financial landscape has undergone a significant transformation, shaped by the forces of technology, globalization, and market innovations to name a few. In order to operate effectively in today's markets, you need more than just the motivation to succeed, you need a firm understanding of how modern financial markets work and what professional trading is really about. Dr. Anatoly Schmidt, who has worked in the financial industry since 1997, and teaches in the Financial Engineering program of Stevens Institute of Technology, puts these topics in perspective with his new book. Divided into three comprehensive parts, this reliable resource offers a balance between the theoretical aspects of market microstructure and trading strategies that may be more relevant for practitioners. Along the way, it skillfully provides an informative overview of modern financial markets as well as an engaging assessment of the methods used in deriving and back-testing trading strategies. Details the modern financial markets for equities, foreign exchange, and fixed income Addresses the basics of market dynamics, including statistical distributions and volatility of returns Offers a summary of approaches used in technical analysis and statistical arbitrage as well as a more detailed description of trading performance criteria and back-testing strategies Includes two appendices that support the main material in the book If you're unprepared to enter today's markets you will underperform. But with Financial Markets and Trading as your guide, you'll quickly discover what it takes to make it in this competitive field.
Author: Frank de Jong
Publisher: Cambridge University Press
Published: 2009-05-14
Total Pages: 209
ISBN-13: 1139478443
DOWNLOAD EBOOKThe analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.
Author: Frédéric Abergel
Publisher: John Wiley & Sons
Published: 2012-04-03
Total Pages: 194
ISBN-13: 1119952786
DOWNLOAD EBOOKThe 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 issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.
