Topics in Market Microstructure (AUP Dissertation Series)
Zovko, Ilija
ISBN 10: 9056295381 ISBN 13: 9789056295387
Published by Vossiuspers UvA, 2008
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Soft cover
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Ria Christie Collections, Uxbridge, United Kingdom
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In. Seller Inventory # ria9789056295387_new
Synopsis:
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.
About the Author: Ilija Zovko did his PhD research in large part at the Santa Fe Institute in New Mexico (USA) where he was a resident graduate fellow, and in part at the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) at the University of Amsterdam.
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Bibliographic Details
Title: Topics in Market Microstructure (AUP ...
Publisher: Vossiuspers UvA
Publication Date: 2008
Binding: Soft cover
Condition: New
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