ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING
Ouvrage 9789812566263 : ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING
Contents:
* Economics of Limit Orders:
* Discriminatory Limit Order Books, Uniform Price Clearing and
Optimality (L R Glosten)
* Electronic Limit Order Books and Market Resiliency: Theory,
Evidence, and Practice (M Coppejans et al.)
* Notes for a Contingent Claims Theory of Limit Order Markets (B N
Lehmann)
* The Option Value of the Limit Order Book (A Frino et al.)
* Essays on Liquidity of Markets:
* The Cross-Section of Daily Variations in Liquidity (T Chordia et
al.)
* Intraday Volatily on the NYSE and NASDAQ (D G Weaver)
* The Intraday Probability of Informed Trading on the NYSE (M A
Goldstein et al.)
* Leases, Seats, and Spreads: The Determinants of the Returns to
Leasing a NYSE Seat (T O Miller & M S Pagano)
* Decimalization and Market Quality (R K Chou & W-C Lee)
* Market Rationality:
* The Importance of Being Conservative: An Illustration of Natural
Selection in a Futures Market (G Y Luo)
* Speculative Non-Fundamental Components in Mature Stock Market: Do
They Exist and are They Related? (R Bhar & A G Malliaris)
Auteur : BRICK
Editeur : WORLD SCIENTIFIC PUBLISHING
Nombre de pages : 250
Date de publication : 06 2006
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