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020 _a9789048507832
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020 _a1282401750
020 _a9781282401754
020 _z9789056295387
020 _z9789048507832
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072 7 _aBUS
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082 0 4 _a332.64
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049 _aMAIN
100 1 _aZovko, Ilija I.
_9228724
245 1 0 _aTopics in market microstructure /
_cdoor Ilija I. Zovko.
260 _a[Amsterdam] :
_bVossiuspers UvA :
_bAmsterdam University Press,
_c©2008.
300 _a1 online resource (vi, 109 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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
650 0 _aIndustrial organization (Economic theory)
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650 0 _aSecurities.
650 0 _aStock exchanges.
650 0 _aMicroeconomics.
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650 6 _aÉconomie industrielle.
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650 6 _aBourse.
_9935383
650 6 _aMicroéconomie.
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650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
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650 7 _aIndustrial organization (Economic theory)
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650 7 _aMicroeconomics.
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650 7 _aSecurities.
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650 7 _aStock exchanges.
_2fast
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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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