9786200532282 - options and market efficiency: a big data approach di bhattacharya, rajeev r. (17 risultati)
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Da: One Planet Books, Columbia, MO, U.S.A.One Planet Books
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paperback. Condizione: Like New. Ships in a BOX from Central Missouri! Like Brand NEW. No tears, highlighting or writing because it's never been used! May have minor shelf wear. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
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paperback. Condizione: New. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Options and Market Efficiency | A Big Data Approach | Rajeev R. Bhattacharya | Taschenbuch | 88 S. | Englisch | 2020 | LAP LAMBERT Academic Publishing | EAN 9786200532282 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbi…eter: preigu.
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Da: Buchpark, Trebbin, GermaniaBuchpark
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Condizione: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | I use five separate measures of deviation from Put-Call Parity of options on a stock without splits or dividends as separate negative measures for efficiency of the market ecosystem consisting of the underlying stock, derivatives, and risk…-free securities. I develop a theory of trading volume as a function of short sales costs, dispersion of investor valuations, float, and transaction costs, and that of market efficiency as a function of trading volume and number of analysts covering the stock. I use Three-Stage Least Squares (3SLS) to estimate this structural system, separately for Nasdaq and non-Nasdaq U.S. stocks, over 1996-2015. I find, contrary to much previous theoretical and empirical work, that the impact of short sales costs & constraints on market efficiency is not significantly negative and that the impact of trading volume on market efficiency is not significantly positive.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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Paperback. Condizione: new. Paperback. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -I use five separate measures of deviation from Put-Call Parity of options on a stock without splits or dividends as separate negative measures for efficiency of the market ecosystem consisting of the underlying stock, derivatives,…and risk-free securities. I develop a theory of trading volume as a function of short sales costs, dispersion of investor valuations, float, and transaction costs, and that of market efficiency as a function of trading volume and number of analysts covering the stock. I use Three-Stage Least Squares (3SLS) to estimate this structural system, separately for Nasdaq and non-Nasdaq U.S. stocks, over 1996-2015. I find, contrary to much previous theoretical and empirical work, that the impact of short sales costs & constraints on market efficiency is not significantly negative and that the impact of trading volume on market efficiency is not significantly positive. 88 pp. Englisch.
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Bhattacharya Rajeev R.Professor Rajeev R. Bhattacharya, Ph.D., president of Washington Finance and Economics, is a finance professor at Johns Hopkins University and has served on the faculty of Univers…ity of Maryland, Georgetown Univ.
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -I use five separate measures of deviation from Put-Call Parity of options on a stock without splits or dividends as separate negative measures for efficiency of the market ecosystem consisting of the underlying stock, derivatives, and…risk-free securities. I develop a theory of trading volume as a function of short sales costs, dispersion of investor valuations, float, and transaction costs, and that of market efficiency as a function of trading volume and number of analysts covering the stock. I use Three-Stage Least Squares (3SLS) to estimate this structural system, separately for Nasdaq and non-Nasdaq U.S. stocks, over 1996-2015. I find, contrary to much previous theoretical and empirical work, that the impact of short sales costs & constraints on market efficiency is not significantly negative and that the impact of trading volume on market efficiency is not significantly positive.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 88 pp. Englisch.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - I use five separate measures of deviation from Put-Call Parity of options on a stock without splits or dividends as separate negative measures for efficiency of the market ecosystem consisting of the underlying stock, derivatives, and r…isk-free securities. I develop a theory of trading volume as a function of short sales costs, dispersion of investor valuations, float, and transaction costs, and that of market efficiency as a function of trading volume and number of analysts covering the stock. I use Three-Stage Least Squares (3SLS) to estimate this structural system, separately for Nasdaq and non-Nasdaq U.S. stocks, over 1996-2015. I find, contrary to much previous theoretical and empirical work, that the impact of short sales costs & constraints on market efficiency is not significantly negative and that the impact of trading volume on market efficiency is not significantly positive.
