Market microstructure : confronting many viewpoints / edited by Frédéric Abergel [and others].
The 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 wi...
Saved in:
| Online Access: |
Full Text (via O'Reilly/Safari) |
|---|---|
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2012.
|
| Series: | Wiley finance series.
|
| Subjects: |
MARC
| LEADER | 00000cam a2200000Ma 4500 | ||
|---|---|---|---|
| 001 | b10287303 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 120712s2012 enka ob 001 0 eng | ||
| 005 | 20240829144256.8 | ||
| 010 | |z 2012002916 | ||
| 019 | |a 840430480 |a 961599055 |a 966120172 |a 1148149646 | ||
| 020 | |a 1119952778 |q (electronic bk.) | ||
| 020 | |a 9781119952770 |q (electronic bk.) | ||
| 020 | |a 9781119952787 |q (ebk) | ||
| 020 | |a 1119952786 |q (ebk) | ||
| 020 | |a 9781119952794 |q (ebk) | ||
| 020 | |a 1119952794 |q (ebk) | ||
| 020 | |z 9781119952411 |q (cloth) | ||
| 020 | |z 1119952417 |q (cloth) | ||
| 029 | 0 | |a AU@ |b 000049617965 | |
| 029 | 1 | |a CHNEW |b 000602670 | |
| 029 | 1 | |a DEBBG |b BV040869232 | |
| 029 | 1 | |a DEBBG |b BV044188070 | |
| 029 | 1 | |a NZ1 |b 15042724 | |
| 035 | |a (OCoLC)safo801422347 | ||
| 035 | |a (OCoLC)801422347 |z (OCoLC)840430480 |z (OCoLC)961599055 |z (OCoLC)966120172 |z (OCoLC)1148149646 | ||
| 037 | |a safo9781119952787 | ||
| 040 | |a AU@ |b eng |e pn |c AU@ |d E7B |d OCLCO |d OCLCQ |d CCO |d OCLCF |d OCLCQ |d ICG |d OCLCQ |d UMI |d NLE |d UAB |d AZK |d YDX |d AU@ |d UKAHL |d VT2 |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 049 | |a GWRE | ||
| 050 | 4 | |a HG4521 |b .M319 2012 | |
| 245 | 0 | 0 | |a Market microstructure : |b confronting many viewpoints / |c edited by Frédéric Abergel [and others]. |
| 260 | |a Chichester, West Sussex : |b Wiley, |c 2012. | ||
| 300 | |a 1 online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a volume |b nc |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 380 | |a Bibliography | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading. | |
| 520 | |a The 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. | ||
| 650 | 0 | |a Securities. | |
| 650 | 0 | |a Securities |x Prices. | |
| 650 | 0 | |a Stock exchanges. | |
| 650 | 0 | |a Microfinance. | |
| 650 | 7 | |a Microfinance |2 fast | |
| 650 | 7 | |a Securities |2 fast | |
| 650 | 7 | |a Securities |x Prices |2 fast | |
| 650 | 7 | |a Stock exchanges |2 fast | |
| 700 | 1 | |a Abergel, Frédéric. | |
| 758 | |i has work: |a Market microstructure (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGKdMgqfbHkgHm76f99TRC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Market microstructure. |d Chichester, West Sussex : Wiley, 2012 |z 9781119952411 |z 1119952417 |w (DLC) 2012002916 |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://go.oreilly.com/UniOfColoradoBoulder/library/view/~/9781119952787/?ar |z Full Text (via O'Reilly/Safari) |
| 915 | |a M | ||
| 956 | |a O'Reilly-Safari eBooks | ||
| 956 | |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 994 | |a 92 |b COD | ||
| 998 | |b Subsequent record output | ||
| 999 | f | f | |i 168c3d6e-d491-5c0b-b15f-6dfbcf5acf8b |s 39c569a4-1726-597c-b46d-df3dd921f3c6 |
| 952 | f | f | |p Can circulate |a University of Colorado Boulder |b Online |c Online |d Online |e HG4521 .M319 2012 |h Library of Congress classification |i web |n 1 |