Empirical market microstructure (Record no. 7339)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02426nam a22003614a 4500 |
| 001 - CONTROL NUMBER | |
| control field | ebr10271467 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | CaPaEBR |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m u |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 060203s2007 enka sb 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| Canceled/invalid LC control number | 2006003935 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 0195301641 (cloth : alk. paper) |
| Cancelled/invalid ISBN | 9780195301649 (cloth : alk. paper) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CaPaEBR |
| Transcribing agency | CaPaEBR |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)132682496 |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4521 |
| Item number | .H353 2007eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hasbrouck, Joel. |
| 245 10 - TITLE STATEMENT | |
| Title | Empirical market microstructure |
| Medium | [electronic resource] : |
| Remainder of title | the institutions, economics and econometrics of securities trading / |
| Statement of responsibility, etc | Joel Hasbrouck. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Oxford ; |
| -- | New York : |
| Name of publisher, distributor, etc | Oxford University Press, |
| Date of publication, distribution, etc | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | ix, 198 p. : |
| Other physical details | ill. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (p. 183-195) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| Formatted contents note | Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| 533 ## - REPRODUCTION NOTE | |
| Type of reproduction | Electronic reproduction. |
| Place of reproduction | Palo Alto, Calif. : |
| Agency responsible for reproduction | ebrary, |
| Date of reproduction | 2013. |
| Note about reproduction | Available via World Wide Web. |
| -- | Access may be limited to ebrary affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Securities. |
| Topical term or geographic name as entry element | Securities |
| General subdivision | Prices. |
| Topical term or geographic name as entry element | Investments |
| General subdivision | Mathematical models. |
| Topical term or geographic name as entry element | Stock exchanges |
| General subdivision | Mathematical models. |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Source of term | local |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | ebrary, Inc. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://site.ebrary.com/lib/rucke/Doc?id=10271467">http://site.ebrary.com/lib/rucke/Doc?id=10271467</a> |
| Public note | An electronic book accessible through the World Wide Web; click to view |
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