New Research in Financial Markets PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download New Research in Financial Markets PDF full book. Access full book title New Research in Financial Markets by Bruno Biais. Download full books in PDF and EPUB format.
Author: Bruno Biais
Publisher: Oxford University Press, USA
ISBN: 9780199243211
Category : Business & Economics
Languages : en
Pages : 388
Get Book Here
Book Description
This text reflects research by European scholars into financial economics. Topics include asset pricing in perfect markets, take-over bids, and the interplay between banks and financial markets.
Author: Bruno Biais
Publisher: Oxford University Press, USA
ISBN: 9780199243211
Category : Business & Economics
Languages : en
Pages : 388
Get Book Here
Book Description
This text reflects research by European scholars into financial economics. Topics include asset pricing in perfect markets, take-over bids, and the interplay between banks and financial markets.
Author: Yakov Amihud
Publisher: Beard Books
ISBN: 1587981637
Category : Business & Economics
Languages : en
Pages : 338
Get Book Here
Book Description
This is a reprnit of a previously published book. it deals with changes on the U.S. financial market by the Securities Acts Amendment of 1975.
Author: Maureen O'Hara
Publisher: John Wiley & Sons
ISBN: 0631207619
Category : Business & Economics
Languages : en
Pages : 310
Get Book Here
Book Description
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.
Author: Friedel Bolle
Publisher: Springer Science & Business Media
ISBN: 3642574580
Category : Business & Economics
Languages : en
Pages : 259
Get Book Here
Book Description
Experimental Economics has experienced a steadily growing interest by economists during the last decade. This may not surprise since laboratory and field experiments obviously provide a further valuable source of empirical evidence of economic behavior besides statistics, econometrics, polls, interviews and simulations. In an overview of the recent developments in Experimental Economics, the present book concentrates on three central themes standing in the actual research focus: bargaining, cooperation and election markets. For each one of these topics the volume presents several state-of-the-art survey articles by experts in the field, accompanied by detailed comments. While the experimental approach sheds new light on the microeconomic standard topics of bargaining and cooperation, the election market approach as a new field may provide better forecasts for political elections - and for soccer World Championships.
Author: Frédéric Abergel
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Get Book Here
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Author: Takao Terano
Publisher: Springer Science & Business Media
ISBN: 4431269258
Category : Political Science
Languages : en
Pages : 259
Get Book Here
Book Description
Agent-based modeling/simulation is an emerging field that uses bottom-up and experimental analysis in the social sciences. Selected research from that presented at the Third International Workshop on Agent-Based Approaches in Economic and Social Complex Systems 2004, held in May 2004 in Kyoto, Japan, is included in this book. The aim of the workshop was to employ the bottom-up approach to social and economic problems by modeling, simulation, and analysis using a software agent. This research area is an emerging interdisciplinary field among the social sciences and computer science, attracting broad attention because it introduces a simulation-based experimental approach to problems that are becoming increasingly complex in an era of globalization and innovation in information technology. The state-of-the-art research and findings presented in this book will be indispensable tools for anyone involved in this rapidly growing discipline.
Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 816
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Delegated legislation
Languages : en
Pages : 556
Get Book Here
Book Description
Author: Álvaro Cartea
Publisher: Cambridge University Press
ISBN: 1316453650
Category : Mathematics
Languages : en
Pages : 360
Get Book Here
Book Description
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.
Author: Perry J. Kaufman
Publisher: John Wiley & Sons
ISBN: 1118043561
Category : Business & Economics
Languages : en
Pages : 1232
Get Book Here
Book Description
The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs. Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more. Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before. The ultimate guide to trading system design and methods, newly revised Includes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management models Written by acclaimed expert Perry J. Kaufman Features spreadsheets and TradeStation programs for a more extensive and interactive learning experience Provides readers with access to a companion website loaded with supplemental materials Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment.
