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Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Commodities
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Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis (Hardcover, New)
Loot Price: R1,432
Discovery Miles 14 320
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Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis (Hardcover, New)
Expected to ship within 10 - 15 working days
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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.
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