Advances in Quantitative Analysis of Finance and Accounting (Vol. 3) : Essays in Microstructure in Honor of David K Whitcomb.

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Brick, Ivan E.
Otros Autores: Ronen, Tavy, Cheng-Few, Lee
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific Publishing Company, 2006.
Colección:Advances in Quantitative Analysis of Finance & Accounting.
Temas:
Stock exchanges > Mathematical models.
Securities > Prices > Mathematical models.
Liquidity (Economics) > Mathematical models.
Bourse > Modèles mathématiques.
Valeurs mobilières > Prix > Modèles mathématiques.
Liquidité (Économie politique) > Modèles mathématiques.
Liquidity (Economics) > Mathematical models
Securities > Prices > Mathematical models
Stock exchanges > Mathematical models
Acceso en línea:Texto completo
Descripción
Sumario:News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door for improved tra.
Notas:Chapter 7 The Intraday Probability of Informed Trading on the NYSE Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness.
Descripción Física:1 online resource (269 pages).
ISBN:9789812707291
9812707298

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