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Trades, Quotes and Prices

Trades, Quotes and Prices PDF Author: Jean-Philippe Bouchaud
Publisher: Cambridge University Press
ISBN: 1108639062
Category : Science
Languages : en
Pages : 464

Book Description
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.

Trades, Quotes and Prices

Trades, Quotes and Prices PDF Author: Jean-Philippe Bouchaud
Publisher: Cambridge University Press
ISBN: 1108639062
Category : Science
Languages : en
Pages : 464

Book Description
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.

Market Microstructure Theory

Market Microstructure Theory PDF Author: Maureen O'Hara
Publisher: John Wiley & Sons
ISBN: 0631207619
Category : Business & Economics
Languages : en
Pages : 310

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.

Handbook of the Economics of Finance

Handbook of the Economics of Finance PDF Author: G. Constantinides
Publisher: Elsevier
ISBN: 9780444513632
Category : Business & Economics
Languages : en
Pages : 698

Book Description
Arbitrage, State Prices and Portfolio Theory / Philip h. Dybvig and Stephen a. Ross / - Intertemporal Asset Pricing Theory / Darrell Duffle / - Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance / Wayne E. Ferson / - Consumption-Based Asset Pricing / John y Campbell / - The Equity Premium in Retrospect / Rainish Mehra and Edward c. Prescott / - Anomalies and Market Efficiency / William Schwert / - Are Financial Assets Priced Locally or Globally? / G. Andrew Karolyi and Rene M. Stuli / - Microstructure and Asset Pricing / David Easley and Maureen O'hara / - A Survey of Behavioral Finance / Nicholas Barberis and Richard Thaler / - Derivatives / Robert E. Whaley / - Fixed-Income Pricing / Qiang Dai and Kenneth J. Singleton.

Liquidity and Asset Prices

Liquidity and Asset Prices PDF Author: Yakov Amihud
Publisher: Now Publishers Inc
ISBN: 1933019123
Category : Business & Economics
Languages : en
Pages : 109

Book Description
Liquidity and Asset Prices reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security's required return and discuss the empirical connection between the two. Liquidity and Asset Prices surveys the theory of liquidity-based asset pricing followed by the empirical evidence. The theory section proceeds from basic models with exogenous holding periods to those that incorporate additional elements of risk and endogenous holding periods. The empirical section reviews the evidence on the liquidity premium for stocks, bonds, and other financial assets.

Handbook of Behavioral Economics - Foundations and Applications 1

Handbook of Behavioral Economics - Foundations and Applications 1 PDF Author:
Publisher: Elsevier
ISBN: 0444633898
Category : Business & Economics
Languages : en
Pages : 749

Book Description
Handbook of Behavioral Economics: Foundations and Applications presents the concepts and tools of behavioral economics. Its authors are all economists who share a belief that the objective of behavioral economics is to enrich, rather than to destroy or replace, standard economics. They provide authoritative perspectives on the value to economic inquiry of insights gained from psychology. Specific chapters in this first volume cover reference-dependent preferences, asset markets, household finance, corporate finance, public economics, industrial organization, and structural behavioural economics. This Handbook provides authoritative summaries by experts in respective subfields regarding where behavioral economics has been; what it has so far accomplished; and its promise for the future. This taking-stock is just what Behavioral Economics needs at this stage of its so-far successful career. - Helps academic and non-academic economists understand recent, rapid changes in theoretical and empirical advances within behavioral economics - Designed for economists already convinced of the benefits of behavioral economics and mainstream economists who feel threatened by new developments in behavioral economics - Written for those who wish to become quickly acquainted with behavioral economics

Construction and Construction Materials

Construction and Construction Materials PDF Author:
Publisher:
ISBN:
Category : Construction industry
Languages : en
Pages : 56

Book Description


Supply & Demand Trading Bible for Day Trading Beginners

Supply & Demand Trading Bible for Day Trading Beginners PDF Author: Joe Valuta
Publisher:
ISBN:
Category :
Languages : en
Pages : 163

Book Description
This short book can fast track your long learning curve so you can begin making lots of money right away. The information in Supply & Demand Trading Bible for Beginners has been written to save time and money for a brand new investor and trader, so they don’t waste a lot of either when they are first starting out and don’t know what to do. When first starting off in the investing and trading business new people make a lot of mistakes which can cost them a lot of money and Supply & Demand Trading Bible for Beginners has some tips and tricks to help the new investor and trader reduce those costly errors. Supply & Demand Trading Bible for Beginners is written to provide straightforward, easy to understand and easy to apply advice, tips and techniques that can be the backbone of any traders success in the financial markets. Use Supply & Demand Trading Bible for Beginners as an overview or a guide if you will, to what to study and learn first to become consistently profitable from investing and trading from using supply and demand as your trading method. I give you concise information as to what to learn first and what to look for as far as further information is concerned and give you clickable links to get to it right away. I tell you only the most critical things to learn first because those are absolutely the most important and the ones that will make you money right away if you do them. Remember you don’t need to know everything all at once but merely what makes you money. When you are done reading this entire book you will have an excellent basic explanation of what and what not to do before you even study anything or do any kind of education or spend any unnecessary money. The information will put you on the fast track to becoming a successful self-directed trader with very little money invested. Supply and demand is the only thing that moves the markets so doesn’t it make sense to use it as your trading method? If you want to make money right away from your new investing and trading business this short book can expedite the amount of time it takes and enables you to make money - right away.

Construction and Construction Materials

Construction and Construction Materials PDF Author:
Publisher:
ISBN:
Category : Construction industry
Languages : en
Pages : 32

Book Description


Financial Markets and the Real Economy

Financial Markets and the Real Economy PDF Author: John H. Cochrane
Publisher: Now Publishers Inc
ISBN: 1933019158
Category : Business & Economics
Languages : en
Pages : 117

Book Description
Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance.

Market Microstructure and Nonlinear Dynamics

Market Microstructure and Nonlinear Dynamics PDF Author: Gilles Dufrénot
Publisher: Springer
ISBN: 3319052128
Category : Business & Economics
Languages : en
Pages : 322

Book Description
This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.