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Lit and dark liquidity with lost tim...

Clark Conference ((2005 :)

Lit and dark liquidity with lost time data :interlinked trading venues around the global financial crisis /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	338.542
書名/作者:	Lit and dark liquidity with lost time data : : interlinked trading venues around the global financial crisis // Tommi A. Vuorenmaa.
作者:	Vuorenmaa, Tommi A.,
面頁冊數:	1 online resource.
標題:	2008 - 2009
標題:	Global Financial Crisis, 2008-2009.
標題:	Liquidity (Economics)
ISBN:	1137396857 (electronic bk.)
ISBN:	9781137396853 (electronic bk.)
內容註:	1. Institutional and Regulatory Developments -- 2. Preliminary Analysis -- 3. Liquidity Estimation -- 4. Empirical Analysis -- 5. Conclusions.
摘要、提要註:	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 Measuring Liquidity and 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.
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9781137396853

Lit and dark liquidity with lost time data :interlinked trading venues around the global financial crisis /
Vuorenmaa, Tommi A.,

Lit and dark liquidity with lost time data :interlinked trading venues around the global financial crisis /Tommi A. Vuorenmaa. - 1 online resource.

1. Institutional and Regulatory Developments -- 2. Preliminary Analysis -- 3. Liquidity Estimation -- 4. Empirical Analysis -- 5. Conclusions.

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 Measuring Liquidity and 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.

ISBN: 1137396857 (electronic bk.)

Source: 715502Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Meeting Names:

347558
Clark Conference
Sterling and Francine Clark Art Institute)(2005 :Subjects--Chronological Terms:

2008 - 2009
Subjects--Topical Terms:

374363
Global Financial Crisis, 2008-2009.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HB3717 2008

Dewey Class. No.: 338.542

Lit and dark liquidity with lost time data :interlinked trading venues around the global financial crisis /
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020 $a 1137396857 (electronic bk.)
020 $a 9781137396853 (electronic bk.)
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100 1 $a Vuorenmaa, Tommi A., $e author. $3 576940
245 1 0 $a Lit and dark liquidity with lost time data : $b interlinked trading venues around the global financial crisis / $c Tommi A. Vuorenmaa.
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300 $a 1 online resource.
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505 0 $a 1. Institutional and Regulatory Developments -- 2. Preliminary Analysis -- 3. Liquidity Estimation -- 4. Empirical Analysis -- 5. Conclusions.
520 $a 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 Measuring Liquidity and 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.
588 $a Description based on print version record.
611 2 7 $a Clark Conference $d (2005 : $c Sterling and Francine Clark Art Institute) $3 347558
648 7 $a 2008 - 2009 $2 fast
650 0 $a Global Financial Crisis, 2008-2009. $3 374363
650 0 $a Liquidity (Economics) $3 227953
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776 0 8 $i Print version: $a Vuorenmaa, Tommi A., author. $t Lit and dark liquidity with lost time data $z 9781137432605 $w (OCoLC)870647065
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9781137396853

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