- We will send in 10–14 business days.
/images/books/5734464/9781137432605.jpg)
- Author: T Vuorenmaa
- Publisher: PALGRAVE PIVOT
- ISBN-10: 1137432608
- ISBN-13: 9781137432605
- Format: 14 x 21.6 x 1 cm, hardcover
- Language: English
- SAVE -10% with code: EXTRA
Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues Around the Global Financial Crisis (e-book) (used book) | bookbook.eu
Reviews
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.
EXTRA 10 % discount with code: EXTRA
The promotion ends in 19d.00:14:17
The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: T Vuorenmaa
- Publisher: PALGRAVE PIVOT
- ISBN-10: 1137432608
- ISBN-13: 9781137432605
- Format: 14 x 21.6 x 1 cm, hardcover
- Language: English English
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.
Reviews