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Lit and dark liquidity with lost tim...

Vuorenmaa, Tommi A.,

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

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Lit and dark liquidity with lost time data :/ Tommi A. Vuorenmaa.
其他題名:	interlinked trading venues around the global financial crisis /
作者:	Vuorenmaa, Tommi A.,
面頁冊數:	1 online resource.
內容註:	1. Institutional and Regulatory Developments -- 2. Preliminary Analysis -- 3. Liquidity Estimation -- 4. Empirical Analysis -- 5. Conclusions.
標題:	2008 - 2009 -
標題:	Global Financial Crisis, 2008-2009. -
電子資源:	http://link.springer.com/10.1057/9781137396853
ISBN:	1137396857 (electronic bk.)

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--Chronological Terms:

2008 - 2009
Subjects--Topical Terms:

1017135
Global Financial Crisis, 2008-2009.
Index Terms--Genre/Form:

542853
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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