(Library ebook) Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis (Palgrave Pivot)
♛ T. Vuorenmaa ♛
#3952747 in eBooks 2014-03-12 2014-03-12File Name: B00HYEEGGY
About the AuthorTommi 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.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 ... [PDF.rm94] Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis (Palgrave Pivot) Rating: 4.83 (696 Votes)
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You can specify the type of files you want, for your gadget.Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis (Palgrave Pivot) | T. Vuorenmaa. A good, fresh read, highly recommended.
