Tekijä: Jean-Philippe Bouchaud; Julius Bonart; Jonathan Donier; Martin Gould Kustantaja: Cambridge University Press (2018) Saatavuus: | Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
Tekijä: Jonathan W. Gould; David A. Martindale; Robert E. Emery; Leslie Drozd; Robert Galatzer-Levy Kustantaja: Guilford Publications (2007) Saatavuus: Ei tiedossa
Tekijä: Jonathan W. Gould; David A. Martindale; Robert E. Emery; Leslie Drozd; Robert Galatzer-Levy Kustantaja: Guilford Publications (2009) Saatavuus: Noin 8-11 arkipäivää
Tekijä: Choi Chatterjee; Jeffrey Gould; Phyllis Martin; James Riley Kustantaja: Taylor & Francis Inc (2002) Saatavuus: | Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
Tekijä: Choi Chatterjee; Jeffrey Gould; Phyllis Martin; James Riley Kustantaja: Taylor & Francis Ltd (2019) Saatavuus: | Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
Tekijä: Heather Sharp; Jonathon Dallimore; Alison Bedford; Martin Kerby; James Goulding; Treesa Clare Heath; Darius von Güttner; Louise Kustantaja: Cambridge University Press (2021) Saatavuus: Noin 9-12 arkipäivää
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.