Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues Around the Global Financial Crisis

Language: English

Published by SPRINGER NATURE Mrz 2014, 2014

1137432608 / 9781137432605

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Lit and Dark Liquidity with Lost Time Data, Vuorenmaa analyses liquidity to better understand the crux of the financial crisis. By relating liquidity to jump activity, market microstructure noise variance, and average pairwise correlation, Vuorenmaa uncovers the dynamics and ramifications behind anonymous trades made outside of public exchanges, and measures its impact on the crisis. This volume is ideal for academics, students, and practitioners alike, who are interested in investigating the role of lost time in and after the recession. 75 pp. Englisch.

Seller Inventory # 9781137432605

Title
Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues Around the Global Financial Crisis
Author
T. Vuorenmaa
Publisher
SPRINGER NATURE Mrz 2014
Publication year
2014
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1137432608
ISBN 13
9781137432605
Item weight
263 grams
Dimensions
216x140x10 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany