| 000 -LEADER |
|---|
| fixed length control field |
02455nam a22003734a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
ebr10271467 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
CaPaEBR |
| 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 |
http://site.ebrary.com/lib/kliuc/Doc?id=10271467 |
| Public note |
An electronic book accessible through the World Wide Web; click to view |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
E-book |
