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02473nam a22003734a 4500 |
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ELB164192 |
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FINmELB |
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20221123121057.0 |
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060203s2007 enka sb 001 0 eng |
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|z 2006003935
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|a 9780198041306
|q (e-book)
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|z 9780195301649
|q (paper)
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| 035 |
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|a (OCoLC) 63472962
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|a FINmELB
|c FINmELB
|d FINmELB
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4 |
|a HG4521
|b .H353 2007
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| 082 |
0 |
4 |
|a 332.64
|2 22
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| 100 |
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|a Hasbrouck, Joel.
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| 245 |
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|a Empirical market microstructure
|h [electronic resource] :
|b the institutions, economics and econometrics of securities trading /
|c Joel Hasbrouck.
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| 260 |
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|a Oxford ;
|a New York :
|b Oxford University Press,
|c 2007.
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| 300 |
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|a ix, 198 p. :
|b ill.
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| 504 |
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|a Includes bibliographical references (p. 183-195) and index.
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| 505 |
0 |
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|a Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
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| 505 |
0 |
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|a Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
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| 588 |
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|a Description based on metadata supplied by the publisher and other sources.
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| 590 |
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|a Electronic reproduction. Santa Fe, Arg.: elibro, 2022. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
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| 650 |
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0 |
|a Securities.
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| 650 |
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|a Securities
|x Prices.
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| 650 |
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|a Investments
|x Mathematical models.
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| 650 |
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|a Stock exchanges
|x Mathematical models.
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| 655 |
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4 |
|a Electronic books.
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| 797 |
2 |
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|a elibro, Corp.
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| 856 |
4 |
0 |
|u https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=164192
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