Téléchargez le livre : Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis

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



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Éditeur :

Palgrave Pivot


Paru le : 2014-03-12



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Description
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.
Pages
75 pages
Collection
n.c
Parution
2014-03-12
Marque
Palgrave Pivot
EAN papier
9781137432605
EAN PDF
9781137396853
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
7
Taille du fichier
7793 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
52,74 €

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