The Microstructure of Financial Markets - Image 1

£67.97

Cambridge University Press The Microstructure of Financial Markets

Name: The Microstructure of Financial Markets
Brand: Cambridge University Press
Price: 67.97 GBP
Availability: InStock

Professional Finance

This is the usual price. Wait for it to drop, or tell us your number.

£68 today · usual range £64–£69 · best ever £64

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 43 days • 43 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 43 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £64 (16 days, 37.2%)

Price range: £64 - £69

Price levels: 3 different prices over 43 days

Description

The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521867843
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 14 May 2009
Listed Since: 19 October 2006

Barcode

No barcode data available

Cambridge University Press The Microstructure of Financial Markets

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Market Microstructure in Practice

Lecture Notes In Market Microstructure And Trading: 4 (World Scientific Lecture Notes In Finance)

Microstructure and Noise in Financial Markets: Rigorous and not-so rigorous results in market microstructure

Microstructure: The Organization of Trading and Short Term Price Behavior (The International Library of Critical Writings in Financial Economics series)

Financial Trading and Investing

The Economics of Financial Markets

The Structure and Regulation of Financial Markets

The Structure and Regulation of Financial Markets

Nova Science Financial Markets - Recent Developments Book

Marchés financiers - 6e éd - Gestion de portefeuille et des risques: Gestion de portefeuille et des risques

Springer - Microstructure of World Trading Markets Book

Capital Market Equilibria

Trades, Quotes and Prices: Financial Markets Under the Microscope

The Economics of the Global Stock Exchange Industry (Palgrave Macmillan Studies in Banking and Financial Institutions)

Microstructure of World Trading Markets: A Special Issue of the Journal of Financial Services Research

Financial Informatics: An Information-based Approach To Asset Pricing

Orderbuchtransparenz, Bietverhalten und Liquidität: 20 (Schriftenreihe des Instituts für Geld- und Kapitalverkehr der Universität Hamburg, 20)

Neoclassical Finance: 2 (Princeton Lectures in Finance)

Financial Market Design by an Agent-Based Model: 33 (Evolutionary Economics and Social Complexity Science, 33)

Financial Trading and Investing

Asset Pricing and Portfolio Choice Theory (Financial Management Association Survey and Synthesis Series)

Routledge - New Facets of Economic Complexity in Financial Markets

Capital Markets Trading and Investment Strategies in China: A Practitioner's Guide

Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding