Symposium Papers on the Microstructure of Securities Markets
Author:
Publisher:
Published: 1999
Total Pages: 144
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author:
Publisher:
Published: 1999
Total Pages: 144
ISBN-13:
DOWNLOAD EBOOKAuthor: Eastern Finance Association (U.S.)
Publisher:
Published: 1999
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Frédéric Abergel
Publisher: John Wiley & Sons
Published: 2012-05-14
Total Pages: 257
ISBN-13: 1119952417
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.
Author: Western Finance Association (U.S.)
Publisher:
Published: 1991
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Symposium Internationalization of the Securities Markets (1988, Ann Arbor, Mich.)
Publisher:
Published: 1988
Total Pages: 412
ISBN-13:
DOWNLOAD EBOOKAuthor: William G. Schwert
Publisher:
Published: 1997
Total Pages: 166
ISBN-13:
DOWNLOAD EBOOKAuthor:
Publisher:
Published: 2003
Total Pages: 147
ISBN-13:
DOWNLOAD EBOOKThe goal of the conference whose proceedings are presented in this publication was to examine issues related to financial market structure and the asset-price dynamics of markets. Topics of papers include: the microstructure of multiple-dealer equity & government securities markets; optimal market structure; alternative trading systems; electronic markets; the transparency of securities markets; effects of bank consolidation on risk capital allocation & market liquidity; shift contagion in currency & bond markets; and price discovery in a market under stress.
Author: Joel Hasbrouck
Publisher: Oxford University Press
Published: 2007-01-04
Total Pages: 323
ISBN-13: 019988532X
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: Peter Joakim Westerholm
Publisher: World Scientific
Published: 2018-11-29
Total Pages: 267
ISBN-13: 9813234113
DOWNLOAD EBOOKThis book, written by Joakim Westerholm, Professor of Finance and former trading professional, is intended to be used as basis for developing courses in Securities markets, Trading, and Market microstructure and connects theoretic rigor with practical real world applications.Market technology evolves, the roles of market participants change, and whole market segments disappear to be replaced by new ways to exchange securities. Yet, the same underlying economic principles continue to drive trading in securities markets. Thus, the scope of the book is global, providing a framework that is relevant both for current market designs and for future markets we will see develop. It is designed to stay relevant in a rapidly evolving field.The book contains a selection of lecture notes through which students will gain an in-depth understanding of the mechanism that drives trading in securities markets. The book also contains another set of lecture notes with more advanced, research-based material, suitable for Honours or Master level research students, or for PhD candidates. The material is self-explanatory and can also be used for self-study, preferably in conjunction with assigned readings.
Author: Kalman J. Cohen
Publisher: Prentice Hall
Published: 1986
Total Pages: 280
ISBN-13:
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