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Empirical Market Microstructure.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Empirical Market Microstructure./
作者:	Hasbrouck, Joel.
面頁冊數:	1 online resource (208 pages)
標題:	Stock exchanges - Mathematical models. -
電子資源:	Click to View
ISBN:	9781280907937

Empirical Market Microstructure.
Hasbrouck, Joel.

Empirical Market Microstructure. - 2nd ed. - 1 online resource (208 pages)

1. Introduction 2. Trading Mechanisms 3. The Roll Model of Trade Prices 4. Univariate Time-Series Analysis 5. Sequential Trade Models 6. Order Flow And The Probability of Informed Trading 7. Strategic Trade Models 8. A Generalized Roll Model 9. Mu.

ISBN: 9781280907937Subjects--Topical Terms:

1374514
Stock exchanges - Mathematical models.
Index Terms--Genre/Form:

554714
Electronic books.

LC Class. No.: HG4521.H353 2007

Dewey Class. No.: 332.632

Empirical Market Microstructure.
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245 1 0 $a Empirical Market Microstructure.
250 $a 2nd ed.
264 1 $a New York : $b Oxford University Press, $c 2006.
264 4 $c �2006.
300 $a 1 online resource (208 pages)
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520 $a 1. Introduction 2. Trading Mechanisms 3. The Roll Model of Trade Prices 4. Univariate Time-Series Analysis 5. Sequential Trade Models 6. Order Flow And The Probability of Informed Trading 7. Strategic Trade Models 8. A Generalized Roll Model 9. Mu.
588 $a Description based on publisher supplied metadata and other sources.
590 $a Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2022. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650 0 $a Stock exchanges - Mathematical models. $3 1374514
655 4 $a Electronic books. $2 local $3 554714
776 0 8 $i Print version: $a Hasbrouck, Joel $t Empirical Market Microstructure : The Institutions, Economics, and Econometrics of Securities Trading: The Institutions, Economics, and Econometrics of Securities Trading $d New York : Oxford University Press,c2006 $z 9780195301649
797 2 $a ProQuest (Firm)
856 4 0 $u https://ebookcentral.proquest.com/lib/nfu/detail.action?docID=5121565 $z Click to View

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