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Topics In Market Microstructure Uva Proefschriften Ilija I Zovko

  • SKU: BELL-1959112
Topics In Market Microstructure Uva Proefschriften Ilija I Zovko
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Topics In Market Microstructure Uva Proefschriften Ilija I Zovko instant download after payment.

Publisher: Vossiuspers UvA
File Extension: PDF
File size: 3.2 MB
Pages: 118
Author: Ilija I. Zovko
ISBN: 9789056295387, 9056295381
Language: English
Year: 2008

Product desciption

Topics In Market Microstructure Uva Proefschriften Ilija I Zovko by Ilija I. Zovko 9789056295387, 9056295381 instant download after payment.

Market microstructure is a study of the processes through which the investors’ predictions of the future and their trading strategies determine market prices. Recent advances in market microstructure have been made possible by the proliferation of computers in the trading process and the availability of high quality financial data. This has attracted researchers from various disciplines (e.g., finance, physics, computer science) creating an interdisciplinary research arena with the common goal of understanding a very complicated – yet very well documented by data – system of a large number of interacting intelligent agents. This book contains four papers in which the authors investigate the interactions of investors’ strategies and the resulting aggregate properties of transaction prices.

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