Empirical market microstructure (Record no. 3744)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01976cam a22003614a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 2006003935 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160712122654.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 060203s2007 enka b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2006003935 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780195301641 (cloth : alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocm63472962 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)63472962 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | BAKER |
| -- | BTCTA |
| -- | C#P |
| -- | YDXCP |
| -- | COO |
| -- | DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4521 |
| Item number | .H353 2007 |
| 082 00 - 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 |
| Statement of responsibility, etc. | Joel Hasbrouck |
| 246 ## - VARYING FORM OF TITLE | |
| Title proper/short title | The institutions, economics and econometrics of securities trading |
| 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. ; |
| Dimensions | 25 cm. |
| 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book is a study of the trading mechanisms in financial markets: the institutions, the economic principles underlying the institutions, and stastical models for analysing the data they generate. |
| 590 ## - LOCAL NOTE - Cataloguer & Date | |
| Local note | osa15/05/13 |
| 591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans | |
| Local Note: Item Class | Loans |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Securities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Securities |
| General subdivision | Prices. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stock exchanges |
| General subdivision | Mathematical models. |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Table of contents only |
| Uniform Resource Identifier | <a href="http://www.loc.gov/catdir/toc/ecip068/2006003935.html">http://www.loc.gov/catdir/toc/ecip068/2006003935.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Contributor biographical information |
| Uniform Resource Identifier | <a href="http://www.loc.gov/catdir/enhancements/fy0724/2006003935-b.html">http://www.loc.gov/catdir/enhancements/fy0724/2006003935-b.html</a> |
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