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001 | ocn632338801 | ||
003 | OCoLC | ||
005 | 20220713031214.0 | ||
006 | m o d | ||
007 | cr cn||||||||| | ||
008 | 100528s2008 ne a obm 000 0 eng d | ||
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020 | _a1282401750 | ||
020 | _a9781282401754 | ||
020 | _z9789056295387 | ||
020 | _z9789048507832 | ||
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_a332.64 _222 |
049 | _aMAIN | ||
100 | 1 |
_aZovko, Ilija I. _9228724 |
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245 | 1 | 0 |
_aTopics in market microstructure / _cdoor Ilija I. Zovko. |
260 |
_a[Amsterdam] : _bVossiuspers UvA : _bAmsterdam University Press, _c©2008. |
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300 |
_a1 online resource (vi, 109 pages) : _billustrations. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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490 | 1 | _aUvA Proefschriften Ser. | |
546 | _aEnglish, with summary in Dutch. | ||
504 | _aIncludes bibliographical references (pages 99-107). | ||
588 | 0 | _aPrint version record. | |
505 | 0 | _aAcknowledgements; 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). | |
520 | 8 | _aAnnotation 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. | |
590 |
_aeBooks on EBSCOhost _bEBSCO eBook Subscription Academic Collection - Worldwide |
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650 | 0 |
_aIndustrial organization (Economic theory) _951501 |
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650 | 0 | _aSecurities. | |
650 | 0 | _aStock exchanges. | |
650 | 0 |
_aMicroeconomics. _9752 |
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650 | 6 |
_aÉconomie industrielle. _9880982 |
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650 | 6 |
_aBourse. _9935383 |
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650 | 6 |
_aMicroéconomie. _9921458 |
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650 | 7 |
_aBUSINESS & ECONOMICS _xInvestments & Securities _xGeneral. _2bisacsh _9108373 |
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650 | 7 |
_aIndustrial organization (Economic theory) _2fast _0(OCoLC)fst00971428 _951501 |
|
650 | 7 |
_aMicroeconomics. _2fast _0(OCoLC)fst01019730 _9752 |
|
650 | 7 |
_aSecurities. _2fast _0(OCoLC)fst01110743 |
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650 | 7 |
_aStock exchanges. _2fast _0(OCoLC)fst01133564 |
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655 | 0 | _aElectronic books. | |
655 | 4 | _aElectronic book. | |
776 | 0 | 8 |
_iPrint version: _aZovko, Ilija I. _tTopics in market microstructure. _dAmsterdam : Vossiuspers UvA ; Amsterdam University Press, ©2008 _z9789056295387 |
830 | 0 | _aUvA Proefschriften Ser. | |
856 | 4 | 0 | _uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297827 |
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