Central Bank of Nigeria Library

Empirical market microstructure (Record no. 431)

MARC details
000 -LEADER
fixed length control field 02001cam a22003854a 4500
001 - CONTROL NUMBER
control field 2006003935
003 - CONTROL NUMBER IDENTIFIER
control field DLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20151013135818.0
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
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG4521
Item number .H353 2007
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64HAS
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Hasbrouck, Joel.
245 10 - TITLE STATEMENT
Title Empirical market microstructure
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>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Monograph & others
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Total Holds Full call number Barcode Date last seen Bill Date Koha item type Shelving location Collection code Copy number
    Dewey Decimal Classification     CBN BAUCHI BRANCH LIBRARY CBN BAUCHI BRANCH LIBRARY 01/08/2018     332.64HAS 31008100564760 01/08/2018 01/08/2018 Monograph & others General Stacks Non-fiction c.1
    Dewey Decimal Classification     CBN ENUGU BRANCH LIBRARY CBN ENUGU BRANCH LIBRARY 22/10/2018     332.64HAS 31008100635487 22/10/2018 22/10/2018 Monograph & others General Stacks Non-fiction c. 1
    Dewey Decimal Classification     CBN HQ Library CBN HQ Library 13/10/2015     332.64 HAS 31008100003439 13/10/2015 13/10/2015 Monograph & others      
    Dewey Decimal Classification     CBN HQ Library CBN HQ Library 13/10/2015     332.64 HAS 31008100003447 13/10/2015 13/10/2015 Monograph & others      
    Dewey Decimal Classification     CBN IBADAN BRANCH LIBRARY CBN IBADAN BRANCH LIBRARY 03/05/2018     332.64HAS 31008100677042 03/05/2018 03/05/2018 Monograph & others General Stacks    
    Dewey Decimal Classification     CBN KANO BRANCH LIBRARY CBN KANO BRANCH LIBRARY 07/05/2018     332.64 HAS 31008100652995 07/05/2018 07/05/2018 Monograph & others General Stacks Non-fiction c.1
    Dewey Decimal Classification     CBN LAGOS LAISON OFFICE LIBRARY CBN LAGOS LAISON OFFICE LIBRARY 11/10/2018     332.64 HAS 31008100697602 11/10/2018 11/10/2018 Monograph & others General Stacks   c.1