The handbook of high frequency trading
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Amsterdam :
Academic Press
2015.
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| Fag: | |
| Online adgang: | Accès Université Orléans et IFPM |
| Kommentar: |
Couverture. https://static2.cyberlibris.com/books_upload/136pix/9780128023624.jpg Titre provenant de la page de titre du document numérique La pagination de l'édition imprimée correspondante est de 495 p. Cyberlibris (ScholarVox) corpus sciences économiques et gestion |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The handbook of high frequency trading, Greg N. Gregoriou, Amsterdam, Academic Press, 2015, 1 vol. (XXXIV-454 p.), 0-12-802205-1 |
| LEADER | 04186nam a22002897a 4500 | ||
|---|---|---|---|
| 001 | 935188 | ||
| 008 | 220719s2015 xxg ||| |||| 00| 0 eng d | ||
| 009 | PPN263621618 | ||
| 020 | |a 9780128023624 | ||
| 041 | 0 | |a eng | |
| 082 | |a 332.640285 | ||
| 100 | 1 | |a Gregoriou, Greg N., |d 1956- | |
| 245 | 1 | 0 | |a The handbook of high frequency trading |c Greg N. Gregoriou. |
| 260 | |a Amsterdam : |b Academic Press, |c 2015. | ||
| 500 | |a Couverture. https://static2.cyberlibris.com/books_upload/136pix/9780128023624.jpg | ||
| 500 | |a Titre provenant de la page de titre du document numérique | ||
| 500 | |a La pagination de l'édition imprimée correspondante est de 495 p. | ||
| 500 | |a Cyberlibris (ScholarVox) corpus sciences économiques et gestion | ||
| 504 | |a Notes bibliogr. Index | ||
| 505 | 0 | |a High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk -- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity and structural breaks when testing for a random walk with high-frequency financial data : evidence from ASEAN stock markets / Hooi Hooi Lean, Vinod Mishra, and Russell Smyth -- Game theoretical aspects of colocation in high-speed financial markets / Camillo von Müller -- Describing and regulating high-frequency trading : a European perspective / Giuseppe Ciallella -- High-frequency trading : implications for market efficiency and fairness / Tayyeb Shabbir -- Revisioning revisionism : a glance at HFT's critics / Jeffrey G. MacIntosh -- High-frequency trading : past, present, and future / François-Serge Lhabitant and Greg N. Gregoriou -- High-frequency trading and its regulation in the Australian equity markets / Paul U. Ali -- Global exchanges in the HFT nexus / David R. Meyer and George Guernsey -- Liquidity : systemic liquidity, commonality, and high-frequency trading / Richard G. Anderson ... [et al.] -- We missed it again! Why do so many market orders in high-frequency FX trading fail to be executed? / Masayuki Susai and Yushi Yoshida -- Efficient performance evaluation for high-frequency traders / Godfrey Charles-Cadogan -- Do high-frequency traders care about earnings announcements? An analysis of trading activity before, during, and after regular trading hours / Brittany Cole ... [et al.] -- Why accountants should care about high frequency trading / Dov Fischer -- High-frequency trading under information regimes / Erick Rengifo and Rossen Trendafilov -- Effects of firm-specific public announcements on market dynamics : implications for high-frequency traders / Erdinç Akyõldõrõm, Albert Altarovici, and Cumhur Ekinci -- Machine news and volatility : the Dow Jones industrial average and the TRNA real-time high-frequency sentiment series / David E. Allen, Michael J. McAleer, and Abhay K. Singh -- High-frequency technical trading : insights for practitioners / Camillo Lento and Nikola Gradojevic -- High-frequency news flow and states of asset volatility / Kin-Yip Ho, Yanlin Shi, and Zhaoyong Zhang -- News releases and stock market volatility : intraday evidence from Borsa Istanbul / M. Nihat Solakoglu and Nazmi Demir -- The low-risk anomaly revisited on high-frequency data / Kris Boudt, Giang Nguyen and Benedict Peeters -- Measuring the leverage effect in a high-frequency trading framework / Imma Valentina Curato and Simona Sanfelici | |
| 506 | |a L'accès en ligne est réservé aux établissements ou bibliothèques ayant souscrit l'abonnement. Cyberlibris | ||
| 538 | |a Configuration requise : navigateur internet | ||
| 650 | |a Investissements |x Ressources Internet | ||
| 650 | |a Bourse sur Internet | ||
| 776 | 0 | |0 189245905 |t The handbook of high frequency trading |f Greg N. Gregoriou |c Amsterdam |n Academic Press |d 2015 |p 1 vol. (XXXIV-454 p.) |z 0-12-802205-1 | |
| 856 | 4 | |5 452349901:740332813 |u https://ezproxy.univ-orleans.fr/login?qurl=https://univ.scholarvox.com/book/88930777 |z Accès Université Orléans et IFPM | |
| 997 | |0 935188 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/ScholarVox (ebooks)/ | ||