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Strategic Trading in Illiquid Markets
B. Monch
€ 66.95
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Description for Strategic Trading in Illiquid Markets
Paperback. Considers trading strategies in illiquid markets from three perspectives. This book presents an approach to investigate the interactions between the trading activities of a large investor, the stock price, and liquidity. It focuses on iceberg orders. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 118 pages, 29 black & white illustrations, 7 black & white tables, biography. BIC Classification: KC; PB. Category: (UU) Undergraduate. Dimension: 234 x 156 x 7. Weight in Grams: 440.
The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure perspective. Market microstructure is the academic term for the branch of financial economics that investigates trading and the organization of security markets, see, e. g. , Harris (2002). Historically, exchanges evolved as a location, where those interested in buy ing or selling securities could meet physically to transact. Thus, traditionally security trading was organized on exchange floors, where so-called dealers arranged all trades and provided liquidity by quoting prices at which they were willing buy or ... Read more
The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure perspective. Market microstructure is the academic term for the branch of financial economics that investigates trading and the organization of security markets, see, e. g. , Harris (2002). Historically, exchanges evolved as a location, where those interested in buy ing or selling securities could meet physically to transact. Thus, traditionally security trading was organized on exchange floors, where so-called dealers arranged all trades and provided liquidity by quoting prices at which they were willing buy or ... Read more
Product Details
Format
Paperback
Publication date
2005
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
118
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
118
Place of Publication
Berlin, Germany
ISBN
9783540250395
SKU
V9783540250395
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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