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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: R1,485

Discovery Miles 14 850

Repayment Terms: R139 pm x 12*

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Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis (Hardcover, New): T....

Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis (Hardcover, New)

T. Vuorenmaa

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Loot Price R1,485 Discovery Miles 14 850 | Repayment Terms: R139 pm x 12*

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.

General

Imprint:	Palgrave Pivot
Country of origin:	United Kingdom
Release date:	March 2014
First published:	2014
Authors:	T. Vuorenmaa
Dimensions:	216 x 140 x 12mm (L x W x T)
Format:	Hardcover
Pages:	75
Edition:	New
ISBN-13:	978-1-137-43260-5
Categories:	Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Commodities Books > Money & Finance > Investment & securities > Commodities Promotions
LSN:	1-137-43260-8
Barcode:	9781137432605