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  • Ký hiệu PL/XG: HG4521 .H353 2007
    Nhan đề: Empirical market microstructure : the institutions, economics and econometrics of securities trading / Joel Hasbrouck.
LCC HG4521
DDC 332.64
Tác giả CN Hasbrouck, Joel.
Nhan đề Empirical market microstructure : the institutions, economics and econometrics of securities trading / Joel Hasbrouck.
Thông tin xuất bản New York :Oxford ; : Oxford University Press, 2007.
Mô tả vật lý ix, 198 p. : ill. ; 25 cm.
Thuật ngữ chủ đề Investments-Mathematical models.
Thuật ngữ chủ đề Securities.
Thuật ngữ chủ đề Securities-Prices.
Thuật ngữ chủ đề Stock exchanges-Mathematical models.
Môn học Thị trường chứng khoán
Môn học Phân tích và đầu tư chứng khoán
000 02655nam a22003734a 4500
0014375
00212
004E1D5DB92-D943-4F9C-B47F-ACD16002316C
005201203141704
008060203s2007 enka b 001 0 eng
0091 0
010 |a 2006003935
020 |a0195301641 (cloth : alk. paper)
020 |a9780195301649 (cloth : alk. paper)
035 |a(OCoLC)63472962
035 |a(OCoLC)ocm63472962
039|a14-Mar-2012 10:03:30|bretbatler|c14-Mar-2012 10:03:26|dretbatler|y14-Mar-2012 09:55:31|zretbatler
042 |apcc
05000|aHG4521|b.H353 2007
08200|222|a332.64
1001 |aHasbrouck, Joel.
24510|aEmpirical market microstructure : |bthe institutions, economics and econometrics of securities trading / |cJoel Hasbrouck.
260 |aNew York :|aOxford ; : |bOxford University Press, |c2007.
300 |aix, 198 p. : |bill. ; |c25 cm.
504 |aIncludes bibliographical references (p. 183-195) and index.
5050 |aIntroduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
5050 |aIntroduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
650 0|aInvestments|xMathematical models.
650 0|aSecurities.
650 0|aSecurities|xPrices.
650 0|aStock exchanges|xMathematical models.
690|aThị trường chứng khoán
690|aPhân tích và đầu tư chứng khoán
8561|uhttps://thuvien.ntu.edu.vn/ntukiposdata/ntulibdigitalcollections/coverimages/300_khoahocxahoi/330_kinhtehoc/empirical market microstructurethumbimage.jpg
890|a0|b0|c1|d0
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