Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis...

— —

T. Vuorenmaa

Lit and Dark Liquidity with Lost Time Data

Interlinked Trading Venues around the Global Financial Crisis

T. Vuorenmaa

$130.95 $105.07

Hardback

Not in-store but you can order this
How long will it take?

Availability Information

We source books from suppliers in Australia and overseas. For books we don't currently have in stock, the time it takes to get them from our suppliers can vary widely - from a few days to a few months - so we check each book with each supplier to determine the expected time it will take to be supplied to us.

We then advise you accordingly. If the time taken to get any book is too long for you, you can let us know and we will cancel or adjust your order, and refund as required.

To find out the anticipated arrival time for specific items prior to ordering, please contact us by phone or email:

Phone +61 2 9264 3111, or 1800 4 BOOKS (1800 4 26657) if outside Sydney:
option 1 Abbey's Bookshop (Crime, History, Science, Kids & more) • info@abbeys.com.au
option 2 Language Book Centre (ESL & Foreign Languages) • language@abbeys.com.au
option 3 Galaxy Bookshop (Sci-fi, Fantasy, Romance, Graphic Novels) • sf@galaxybooks.com.au

QTY:

English

Palgrave Pivot
12 March 2014

Finance; Investment & securities; Commodities

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 Lit and Dark Liquidity with 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.

By: T. Vuorenmaa
Imprint: Palgrave Pivot
Country of Publication: United Kingdom
Dimensions: Height: 216mm, Width: 140mm, Spine: 10mm
Weight: 267g
ISBN: 9781137432605
ISBN 10: 1137432608
Pages: 75
Publication Date: 12 March 2014
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

Tommi Vuorenmaa is Head of Research and a founding member of Valo Research and Trading Ltd., an automated trading company based in Helsinki, Finland. At Valo, Vuorenmaa leads trading strategy development with heavy emphasis on research using his expertise in financial econometrics.