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02529nam a22004094a 4500 |
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EBC415271 |
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MiAaPQ |
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20200520144314.0 |
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060203s2007 enka sb 001 0 eng |
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|z 2006003935
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|z 0195301641 (cloth : alk. paper)
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|z 9780195301649 (cloth : alk. paper)
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|a (MiAaPQ)EBC415271
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|a (Au-PeEL)EBL415271
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|a (CaPaEBR)ebr10271467
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|a (CaONFJC)MIL223528
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|a (OCoLC)476241387
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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|a HG4521
|b .H353 2007
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|a 332.64
|2 22
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|a Hasbrouck, Joel.
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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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|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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| 533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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| 650 |
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|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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| 710 |
2 |
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|a ProQuest (Firm)
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| 856 |
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|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=415271
|z Click to View
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