Market Liquidity 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Market Liquidity

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Foucault, Thierry 作者
Oxford University Press
譯者
2013-3-25 出版日期
448 頁數
USD 53.00 價格
Hardcover
叢書系列
9780199936243 圖書編碼

Market Liquidity 在線電子書 圖書標籤: 金融  Finance  經濟學  教材  英文  經濟  market  經濟金融   


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Market Liquidity 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Market Liquidity 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Market Liquidity 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



Market Liquidity 在線電子書 用戶評價

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市場微觀結構經典教科書

評分

Limits to Market Efficiency, Foucault老師很棒啊

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越來越不喜歡看這類理論的書瞭,感覺沒有什麼指導意義。

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市場微觀結構經典教科書

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Limits to Market Efficiency, Foucault老師很棒啊

Market Liquidity 在線電子書 著者簡介

Thierry Foucault is Professor of Finance, HEC Paris International Business School. Marco Pagano is Professor of Economics, University of Naples Federico II. Ailsa Roell is Professor of International and Public Affairs, Columbia University.


Market Liquidity 在線電子書 著者簡介


Market Liquidity 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Market Liquidity 在線電子書 圖書描述

The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. Market Liquidity offers a more accurate and authoritative take on liquidity and price discovery. The authors start from the assumption that not everyone is present at all times simultaneously on the market, and that even the limited number of participants who are have quite diverse information about the security's fundamentals. As a result, the order flow is a complex mix of information and noise, and a consensus price only emerges gradually over time as the trading process evolves and the participants interpret the actions of other traders. Thus a security's actual transaction price may deviate from its fundamental value, as it would be assessed by a fully informed set of investors. This book takes these deviations seriously, and explains why and how they emerge in the trading process and are eventually eliminated. The authors draw on a vast body of theoretical insights and empirical findings on security price formation that have accumulated in the last thirty years, and have come to form a well-defined field within financial economics known as 'market microstructure.' Focusing on liquidity and price discovery, they analyze the tension between the two, pointing out that when price-relevant information reaches the market through trading pressure rather than through a public announcement, liquidity suffers. The book also confronts many puzzling phenomena in securities markets and uses the analytical tools and empirical methods of market microstructure to understand them. These include issues such as why liquidity changes over time, why large trades move prices up or down, and why these price changes are subsequently reversed, why we see concentration of securities trading, why some traders willingly disclose their intended trades while others hide them, and why we observe temporary deviations from arbitrage prices.

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