Topics in Market Microstructure Paperback / softback
by Ilija Zovko
Part of the AUP Dissertation Series series
Paperback / softback
- Information
Description
Market microstructure is a study of the processes through which the investors’ predictions of the future and their trading strategies determine market prices.
Recent advances in market microstructure have been made possible by the proliferation of computers in the trading process and the availability of high quality financial data.
This has attracted researchers from various disciplines (e.g., finance, physics, computer science) creating an interdisciplinary research arena with the common goal of understanding a very complicated – yet very well documented by data – system of a large number of interacting intelligent agents.
This book contains four papers in which the authors investigate the interactions of investors’ strategies and the resulting aggregate properties of transaction prices.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:109 pages
- Publisher:Vossiuspers UvA
- Publication Date:16/09/2008
- Category:
- ISBN:9789056295387
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:109 pages
- Publisher:Vossiuspers UvA
- Publication Date:16/09/2008
- Category:
- ISBN:9789056295387
