TY  - BOOK
AU  - Zovko,Ilija I.
TI  - Topics in market microstructure
T2  - UvA Proefschriften Ser
SN  - 9048507839
AV  - HD2326 .Z68 2008eb
U1  - 332.64 22
PY  - 2008///
CY  - [Amsterdam]
PB  - Vossiuspers UvA, Amsterdam University Press
KW  - Industrial organization (Economic theory)
KW  - Securities
KW  - Stock exchanges
KW  - Microeconomics
KW  - Économie industrielle
KW  - Bourse
KW  - Microéconomie
KW  - BUSINESS & ECONOMICS
KW  - Investments & Securities
KW  - General
KW  - bisacsh
KW  - fast
KW  - Electronic books
KW  - Electronic book
N1  - Includes bibliographical references (pages 99-107); Acknowledgements; Contents; 1. Introduction; 2. The power of patience: A behavioral regularity in limit order placement; 3. The predictive power of zero intelligence in financial markets; 4. Correlations and clustering in the trading of members of the London Stock Exchange; 5. Market imbalances and stock returns: heterogeneity of order sizes at the London Stock Exchange; 6. Conclusions; Bibliography; Samenvatting (Summary in Dutch)
N2  - Annotation Market microstructure is a study of the processes through which the investors' predictions of the future and their trading strategies determine market prices. Recent advances in market microstructure have been made possible by the proliferation of computers in the trading process and the availability of high quality financial data. This has attracted researchers from various disciplines (e.g., finance, physics, computer science) creating an interdisciplinary research arena with the common goal of understanding a very complicated - yet very well documented by data - system of a large number of interacting intelligent agents. This book contains four papers in which the authors investigate the interactions of investors' strategies and the resulting aggregate properties of transaction prices. This title can be previewed in Google Books - http://books.google.com/books?vid=ISBN9789056295387
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297827
ER  -