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Lit and dark liquidity with lost tim...

Palgrave Connect (Online service)

Lit and dark liquidity with lost time data : = interlinked trading venues around the global financial crisis /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Lit and dark liquidity with lost time data :/ Tommi A. Vuorenmaa.
Reminder of title:	interlinked trading venues around the global financial crisis /
Author:	Vuorenmaa, Tommi A.,
Description:	1 online resource.
Subject:	2008 - 2009 -
Subject:	Global Financial Crisis, 2008-2009. -
Online resource:	http://www.palgraveconnect.com/doifinder/10.1057/9781137396853
ISBN:	1137396857 (electronic bk.)

Lit and dark liquidity with lost time data : = interlinked trading venues around the global financial crisis /
Vuorenmaa, Tommi A.,

Lit and dark liquidity with lost time data :interlinked trading venues around the global financial crisis /Tommi A. Vuorenmaa. - 1 online resource.

1. Institutional and Regulatory Developments -- 2. Preliminary Analysis -- 3. Liquidity Estimation -- 4. Empirical Analysis -- 5. Conclusions.

Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Measuring Liquidity and Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis. By relating liquidity to jump activity, market microstructure noise variance, and average pairwise correlation, Vuorenmaa uncovers the dynamics and ramifications behind anonymous trades made outside of public exchanges, and measures its impact on the crisis. This volume is ideal for academics, students, and practitioners alike, who are interested in investigating the role of lost time in and after the recession.

ISBN: 1137396857 (electronic bk.)

Source: 715502Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Meeting Names:

527686
Workshop on the Preservation of Stability under Discretization
Fort Collins, Colo.)(2001 :Subjects--Chronological Terms:

2008 - 2009
Subjects--Topical Terms:

775108
Global Financial Crisis, 2008-2009.
Index Terms--Genre/Form:

554714
Electronic books.

LC Class. No.: HB3717 2008

Dewey Class. No.: 338.542

Lit and dark liquidity with lost time data : = interlinked trading venues around the global financial crisis /
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006 m o d
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020 $a 1137396857 (electronic bk.)
020 $a 9781137396853 (electronic bk.)
035 $a (OCoLC)871399000
035 $a ocn871399000
037 $a 715502 $b Palgrave Macmillan $n http://www.palgraveconnect.com
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082 0 4 $a 338.542 $2 23
100 1 $a Vuorenmaa, Tommi A., $e author. $3 1007402
245 1 0 $a Lit and dark liquidity with lost time data : $b interlinked trading venues around the global financial crisis / $c Tommi A. Vuorenmaa.
264 1 $a Basingstoke : $b Palgrave Macmillan, $c 2014.
300 $a 1 online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
505 0 $a 1. Institutional and Regulatory Developments -- 2. Preliminary Analysis -- 3. Liquidity Estimation -- 4. Empirical Analysis -- 5. Conclusions.
520 $a Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Measuring Liquidity and Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis. By relating liquidity to jump activity, market microstructure noise variance, and average pairwise correlation, Vuorenmaa uncovers the dynamics and ramifications behind anonymous trades made outside of public exchanges, and measures its impact on the crisis. This volume is ideal for academics, students, and practitioners alike, who are interested in investigating the role of lost time in and after the recession.
588 $a Description based on print version record.
611 2 7 $a Workshop on the Preservation of Stability under Discretization $d (2001 : $c Fort Collins, Colo.) $3 527686
648 7 $a 2008 - 2009 $2 fast
650 0 $a Global Financial Crisis, 2008-2009. $3 775108
650 0 $a Liquidity (Economics) $3 655848
655 7 $a Electronic books. $2 local $3 554714
710 2 $a Palgrave Connect (Online service) $3 834339
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9781137396853

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