The Microstructure of Financial Markets

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9780521687270: The Microstructure of Financial Markets

The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.

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Recensione:

'Thoughtful, clear and rigorous, this book offers an in-depth unified treatment of market microstructure, combining description of institutions with presentation of analytical models along with empirical methods and results. This comprehensive survey ranges from seminal contributions to latest research. It will be a reference not just for advanced graduate courses in finance and economics but also for scholars and industry practitioners. This is the book we have long needed in order to understand and master the advances in research and trading innovations that have taken place over the last thirty years.' Bruno Biais, Toulouse University

'Frank de Jong and Barbara Rindi present a clear and accessible discussion of market microstructure. They combine a careful explanation of institutional details together with a clear exposition of theoretical models in a manner that will prove very useful to both Ph.D. level students and MBA level students. Their book is particularly timely because market microstructure, like options pricing, has rapidly moved from the research domain of professors into the real world, where competition among exchanges, measurement of transactions costs, and algorithmic trading all require combining the theory of market microstructure with an understanding of how it works in practice.' Albert S. Kyle, Smith Chair Professor of Finance, Robert H. Smith School of Business, University of Maryland

Descrizione del libro:

The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

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Frank De Jong, Barbara Rindi
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2009)
ISBN 10: 0521687276 ISBN 13: 9780521687270
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Paperback. Condizione libro: New. 246 x 172 mm. Language: English . Brand New Book. The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book s companion website provide opportunities to revise and apply models developed in the text. Codice libro della libreria AAZ9780521687270

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Frank de Jong, Barbara Rindi
Editore: Cambridge University Press
ISBN 10: 0521687276 ISBN 13: 9780521687270
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Descrizione libro Cambridge University Press. Paperback. Condizione libro: new. BRAND NEW PRINT ON DEMAND., The Microstructure of Financial Markets, Frank de Jong, Barbara Rindi, The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text. Codice libro della libreria B9780521687270

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Frank de Jong, Barbara Rindi
Editore: Cambridge University Press 2009-05-14, Cambridge (2009)
ISBN 10: 0521687276 ISBN 13: 9780521687270
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Descrizione libro Cambridge University Press 2009-05-14, Cambridge, 2009. paperback. Condizione libro: New. Codice libro della libreria 9780521687270

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Frank De Jong, Barbara Rindi
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2009)
ISBN 10: 0521687276 ISBN 13: 9780521687270
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Paperback. Condizione libro: New. 246 x 172 mm. Language: English . Brand New Book. The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book s companion website provide opportunities to revise and apply models developed in the text. Codice libro della libreria AAZ9780521687270

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Frank De Jong and Barbara Rindi
Editore: Cambridge University Press, Cambridge, UK (2009)
ISBN 10: 0521687276 ISBN 13: 9780521687270
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Descrizione libro Cambridge University Press, Cambridge, UK, 2009. Paperback. Condizione libro: New. First Edition. Printed Pages: 208. Size: 175 x 245 Mm. Codice libro della libreria 027763

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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97805216872700000000

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Descrizione libro Cambridge University Press, 2009. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria GB-9780521687270

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Jong, Frank de; Rindi, Barbara
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ISBN 10: 0521687276 ISBN 13: 9780521687270
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Descrizione libro Cambridge University Press, 2009. Condizione libro: New. 2009. 1st Edition. Paperback. The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. Num Pages: 210 pages, 1 b/w illus. 17 tables. BIC Classification: KFF. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 245 x 173 x 11. Weight in Grams: 376. . . . . . . Codice libro della libreria V9780521687270

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de Jong, Frank; Rindi, Barbara
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Descrizione libro Condizione libro: New. Bookseller Inventory # ST0521687276. Codice libro della libreria ST0521687276

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Descrizione libro Paperback. Condizione libro: New. Not Signed; The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara. book. Codice libro della libreria ria9780521687270_rkm

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