Empirical Market Microstructure

Empirical Market Microstructure
Author: Joel Hasbrouck
Publisher: Oxford University Press
Total Pages: 209
Release: 2007-01-04
Genre: Business & Economics
ISBN: 0198041306

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The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.


Financial Econometrics and Empirical Market Microstructure
Language: en
Pages: 282
Authors: Anil K. Bera
Categories: Business & Economics
Type: BOOK - Published: 2014-11-18 - Publisher: Springer

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In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in
Empirical Market Microstructure
Language: en
Pages: 209
Authors: Joel Hasbrouck
Categories: Business & Economics
Type: BOOK - Published: 2007-01-04 - Publisher: Oxford University Press

GET EBOOK

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b
Empirical Market Microstructure
Language: en
Pages: 209
Authors: Joel Hasbrouck
Categories: Business & Economics
Type: BOOK - Published: 2007-01-04 - Publisher: Oxford University Press

GET EBOOK

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b
The Econometrics of Financial Markets
Language: en
Pages: 630
Authors: John Y. Campbell
Categories: Business & Economics
Type: BOOK - Published: 2012-06-28 - Publisher: Princeton University Press

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The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophist
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Language: en
Pages: 277
Authors: G. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2010-12-13 - Publisher: Springer

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This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new fi