Volume, Volatility and NYSE Trading Halts
Author: Charles M. C. Lee
Publisher:
Published: 1993
Total Pages: 52
ISBN-13:
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Author: Charles M. C. Lee
Publisher:
Published: 1993
Total Pages: 52
ISBN-13:
DOWNLOAD EBOOKAuthor: Charles Lee, Mark Ready and Paul Seguin
Publisher:
Published: 1993
Total Pages: 44
ISBN-13:
DOWNLOAD EBOOKAuthor: Charles M. C. Lee
Publisher:
Published: 1992
Total Pages: 46
ISBN-13:
DOWNLOAD EBOOKAuthor: United States. Securities and Exchange Commission
Publisher:
Published: 1964
Total Pages: 36
ISBN-13:
DOWNLOAD EBOOKAuthor: Emilio Barucci
Publisher: Springer
Published: 2017-06-08
Total Pages: 843
ISBN-13: 1447173228
DOWNLOAD EBOOKThis work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises. Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance). Later chapters in the book contain more advanced material, including on the role of information in financial markets, non-classical preferences, noise traders and market microstructure. This textbook is aimed at graduate students in mathematical finance and financial economics, but also serves as a useful reference for practitioners working in insurance, banking, investment funds and financial consultancy. Introducing necessary tools from microeconomic theory, this book is highly accessible and completely self-contained. Advance praise for the second edition: "Financial Markets Theory is comprehensive, rigorous, and yet highly accessible. With their second edition, Barucci and Fontana have set an even higher standard!"Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University "This comprehensive book is a great self-contained source for studying most major theoretical aspects of financial economics. What makes the book particularly useful is that it provides a lot of intuition, detailed discussions of empirical implications, a very thorough survey of the related literature, and many completely solved exercises. The second edition covers more ground and provides many more proofs, and it will be a handy addition to the library of every student or researcher in the field."Jaksa Cvitanic, Richard N. Merkin Professor of Mathematical Finance, Caltech "The second edition of Financial Markets Theory by Barucci and Fontana is a superb achievement that knits together all aspects of modern finance theory, including financial markets microstructure, in a consistent and self-contained framework. Many exercises, together with their detailed solutions, make this book indispensable for serious students in finance."Michel Crouhy, Head of Research and Development, NATIXIS
Author: Shane Anthony Corwin
Publisher:
Published: 2000
Total Pages: 98
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: Hans R. Stoll
Publisher:
Published: 1990
Total Pages: 88
ISBN-13:
DOWNLOAD EBOOKAuthor: Merritt B. Fox
Publisher: Columbia University Press
Published: 2019-01-08
Total Pages: 612
ISBN-13: 023154393X
DOWNLOAD EBOOKThe U.S. stock market has been transformed over the last twenty-five years. Once a market in which human beings traded at human speeds, it is now an electronic market pervaded by algorithmic trading, conducted at speeds nearing that of light. High-frequency traders participate in a large portion of all transactions, and a significant minority of all trade occurs on alternative trading systems known as “dark pools.” These developments have been widely criticized, but there is no consensus on the best regulatory response to these dramatic changes. The New Stock Market offers a comprehensive new look at how these markets work, how they fail, and how they should be regulated. Merritt B. Fox, Lawrence R. Glosten, and Gabriel V. Rauterberg describe stock markets’ institutions and regulatory architecture. They draw on the informational paradigm of microstructure economics to highlight the crucial role of information asymmetries and adverse selection in explaining market behavior, while examining a wide variety of developments in market practices and participants. The result is a compelling account of the stock market’s regulatory framework, fundamental institutions, and economic dynamics, combined with an assessment of its various controversies. The New Stock Market covers a wide range of issues including the practices of high-frequency traders, insider trading, manipulation, short selling, broker-dealer practices, and trading venue fees and rebates. The book illuminates both the existing regulatory structure of our equity trading markets and how we can improve it.
Author: United States. Presidential Task Force on Market Mechanisms
Publisher:
Published: 1988
Total Pages: 384
ISBN-13:
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