The Microstructure of Financial Markets

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9780521867849: 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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De Jong, Frank
Editore: Cambridge University Press (2016)
ISBN 10: 0521867843 ISBN 13: 9780521867849
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Descrizione libro Cambridge University Press, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780521867849_lsuk

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FRANK DE JONG , BARBARA RINDI
ISBN 10: 0521867843 ISBN 13: 9780521867849
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Descrizione libro 2009. Hardback. Condizione libro: NEW. 9780521867849 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0481423

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De Jong, Frank/ Rindi, Barbara
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ISBN 10: 0521867843 ISBN 13: 9780521867849
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Descrizione libro Cambridge University Press, 2009. Hardcover. Condizione libro: Brand New. 1st edition. 240 pages. 9.76x6.85x0.63 inches. In Stock. Codice libro della libreria __0521867843

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Editore: Cambridge University Press (2009)
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Descrizione libro Cambridge University Press, 2009. HRD. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria I1-9780521867849

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de Jong, Frank; Rindi, Barbara
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Descrizione libro Cambridge University Press, U.S.A., 2009. Hardcover. Condizione libro: New. 0521867843 New. The Microstructure of Financial Markets By Frank de Jong (Author), Barbara Rindi (Author) Product Details Hardcover: 210 pages Publisher: Cambridge University Press; 1 edition (May 29, 2009) Language: English ISBN-10: 0521867843 ISBN-13: Product Dimensions: 6.8 x 0.5 x 9.7 inches. Codice libro della libreria Z0521867843ZN

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de Jong, Frank
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Descrizione libro Cambridge University Press, 2009. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria I1-9780521867849

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Frank de Jong,Barbara Rindi
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ISBN 10: 0521867843 ISBN 13: 9780521867849
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Descrizione libro Cambridge University Press 2009-05-14, 2009. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-ING-00930005

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Frank De Jong, Barbara Rindi
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2009)
ISBN 10: 0521867843 ISBN 13: 9780521867849
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Hardback. Condizione libro: New. 248 x 174 mm. Language: English . Brand New Book ***** Print on Demand *****.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 APC9780521867849

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Frank De Jong, Barbara Rindi
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2009)
ISBN 10: 0521867843 ISBN 13: 9780521867849
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Hardback. Condizione libro: New. 248 x 174 mm. Language: English . Brand New Book ***** Print on Demand *****. 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 APC9780521867849

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Frank de Jong
Editore: Cambridge University Press
ISBN 10: 0521867843 ISBN 13: 9780521867849
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Descrizione libro Cambridge University Press. Hardcover. Condizione libro: New. Hardcover. 210 pages. Dimensions: 9.8in. x 6.8in. x 0.6in.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 books companion website provide opportunities to revise and apply models developed in the text. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Codice libro della libreria 9780521867849

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