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- 2006003935 contributor B10410005.
- 2006003935 created "2007.".
- 2006003935 date "2007".
- 2006003935 date "2007.".
- 2006003935 dateCopyrighted "2007.".
- 2006003935 description "Includes bibliographical references (p. 183-195) and index.".
- 2006003935 description "Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.".
- 2006003935 description "Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.".
- 2006003935 extent "ix, 198 p. :".
- 2006003935 identifier "0195301641 (cloth : alk. paper)".
- 2006003935 identifier "9780195301649 (cloth : alk. paper)".
- 2006003935 identifier 2006003935-b.html.
- 2006003935 identifier 2006003935.html.
- 2006003935 issued "2007".
- 2006003935 issued "2007.".
- 2006003935 language "eng".
- 2006003935 publisher "Oxford ; New York : Oxford University Press,".
- 2006003935 subject "332.64 22".
- 2006003935 subject "HG4521 .H353 2007".
- 2006003935 subject "Investments Mathematical models.".
- 2006003935 subject "Securities Prices.".
- 2006003935 subject "Securities.".
- 2006003935 subject "Stock exchanges Mathematical models.".
- 2006003935 tableOfContents "Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.".
- 2006003935 tableOfContents "Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.".
- 2006003935 title "Empirical market microstructure : the institutions, economics and econometrics of securities trading / Joel Hasbrouck.".
- 2006003935 type "text".