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00000cam a2200000 7i4500 |
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20201123.0 |
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130529s2012 nju eng |
| 020 |
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|a 1119952417 (hardback : alk. paper)
|
| 020 |
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|a 9781119952411 (hardback : alk. paper)
|
| 020 |
|
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|a 9781119952770 (ebook)
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| 020 |
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|a 9781119952787 (ebook)
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| 020 |
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|a 9781119952794 (ebook)
|
| 050 |
0 |
0 |
|a HG4521
|b .M37 2012
|
| 090 |
0 |
0 |
|a HG4521
|b .M37 2012
|
| 245 |
0 |
0 |
|a Market microstructure :
|b confronting many viewpoints
|c edited by Frédéric Abergel ... [et al.]
|
| 260 |
|
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|a Hoboken, New Jersey :
|b Wiley ,
|c c2012
|
| 300 |
|
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|a xv, 238 p. :
|b ill. ;
|c 24 cm.
|
| 490 |
1 |
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|a The Wiley finance series
|
| 504 |
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|a Includes bibliographical references (p. [213]-225) and index
|
| 505 |
0 |
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|a 1. Algorithmic trading: issues and preliminary evidence -- 2. Order choice and information in limit order markets -- 3. Some recent results on high frequency correlation -- 4. Statistical inference for volatility and related limit theorems -- 5. Models for the impact of all order book events -- 6. Limit order flow, market impact, and optimal order sizes: evidence from NASDAQ TotalView-ITCH data -- 7. Collective portfolio optimization in brokerage data: the role of transaction cost structure -- 8. Optimal execution of portfolio transactions with short-term alpha
|
| 650 |
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0 |
|a Microfinance
|
| 650 |
|
0 |
|a Securities
|
| 650 |
|
0 |
|a Securities
|x Prices
|
| 650 |
|
0 |
|a Stock exchanges
|
| 700 |
1 |
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|a Abergel, Frederic ,
|e author
|
| 999 |
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|a 1000157269
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|