Liquidity Markets and Trading in Action

• Author : Deniz Ozenbas,Michael S. Pagano,Robert Alan Schwartz,Bruce W. Weber
• Publisher : Springer Nature
• Release Date : 2021
• ISBN : 9783030748173

This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to trading, liquidity, and market structure. It provides a detailed examination of the impact of trading costs and other impediments of trading that the authors call rictions It also presents an interactive simulation model of equity market trading, TraderEx, that enables students to implement trading decisions in different market scenarios and structures. Addressing these topics shines a bright light on how

• Author : Robert A. Schwartz,Reto Francioni
• Publisher : John Wiley & Sons
• Release Date : 2004-10-06
• ISBN : 9780471689881

An in-depth look at the nature of market making and exchanges From theory to practicalities, this is a comprehensive, up-to-date handbook and reference on how markets work and the nuances of trading. It includes a CD with an interactive trading simulation. Robert A. Schwartz, PhD (New York, NY), is Marvin M. Speiser Professor of Finance and University Distinguished Professor in the Zicklin School of Business, Baruch College, CUNY. Reto Francioni, PhD (Zurich, Switzerland), is President and Chairman of the Board

• Author : Robert A. Schwartz,Reto Francioni
• Publisher : Wiley
• Release Date : 2004-08-13
• ISBN : 047146922X

An in-depth look at the nature of market making and exchanges From theory to practicalities, this is a comprehensive, up-to-date handbook and reference on how markets work and the nuances of trading. It includes a CD with an interactive trading simulation. Robert A. Schwartz, PhD (New York, NY), is Marvin M. Speiser Professor of Finance and University Distinguished Professor in the Zicklin School of Business, Baruch College, CUNY. Reto Francioni, PhD (Zurich, Switzerland), is President and Chairman of the Board

• Author : Larry Harris
• Publisher : CFA Institute Research Foundation
• Release Date : 2015-10-19
• ISBN : 9781934667927

The true meaning of investment discipline is to trade only when you rationally expect that you will achieve your desired objective. Accordingly, managers must thoroughly understand why they trade. Because trading is a zero-sum game, good investment discipline also requires that managers understand why their counterparties trade. This book surveys the many reasons why people trade and identifies the implications of the zero-sum game for investment discipline. It also identifies the origins of liquidity and thus of transaction costs, as

• Author : Thierry Foucault,Marco Pagano,Ailsa Roell,Ailsa Röell
• Publisher : Oxford University Press
• Release Date : 2013-04-04
• ISBN : 9780199936243

This book offers an authorative take on the liquidity of securities markets, its determinants, and its effects. It presents the basic modeling and econometric tools used in market microstructure - the area of finance that studies price formation in securities markets.

• Author : Avinash Persaud
• Publisher : Unknown
• Release Date : 2003
• ISBN : 1904339131

This cutting-edge volume brings together a range of leading academics and market practitioners to help you define, understand and measure liquidity risk and 'liquidity black holes'.

• Author : Robert A. Schwartz,John Aidan Byrne,Antoinette Colaninno
• Publisher : Springer
• Release Date : 2010-02-12
• ISBN : 1441945466

Competition between market centers is a driving force for innovation, dynamic growth, and reasonable pricing structures. Consolidating the order flow amasses liquidity, sharpens price discovery, and lowers trading costs. This book addresses such timely topics as the impact of technology on financial markets and includes contributions from prominent academics, policymakers and professionals in the field. It is the latest title in established conference proceedings series.

• Author : Robert A. Schwartz,John Aidan Byrne,Antoinette Colaninno
• Publisher : Springer Science & Business Media
• Release Date : 2005-06-24
• ISBN : 1402075111

The sequence of securities markets conferences at Baruch College's Zicklin School of Business in New York City are recorded in this popular series. The conferences are hosted by the college for industry professionals, regulators and academicians. These books are much more than historical documents. The transcripts from the conferences were carefully edited for clarity, perspective and context. Materials were included from subsequent interviews with the panelists and speakers. Each book is focused on a well delineated topic, but all deliver

• Author : Anonim
• Publisher : Lulu.com
• Release Date : 2004
• ISBN : 9789291316694

• Author : Charles Biderman,David Santschi
• Publisher : John Wiley & Sons
• Release Date : 2005-04-15
• ISBN : 9780471726388

Whether you are an investment professional managing billions ofdollars or an individual investor with a small nest egg,TrimTabs Investing shows you how to beat the major stockmarket averages with less risk. This groundbreaking bookbegins by comparing the stock market to a casino in which the house(public companies and the insiders who run them) buys and sellsshares with the players (institutional and individualinvestors). TrimTabs Investing argues that stockprices are primarily a function of liquidity—the amount ofshares available for

• Author : Jean-Philippe Bouchaud,Julius Bonart,Jonathan Donier,Martin Gould
• Publisher : Cambridge University Press
• Release Date : 2018-02-28
• ISBN : 9781107156050

A deep-dive into the heart of modern financial markets, the authors explore why and how people trade - and the consequences.

• Author : Adam Grimes
• Publisher : John Wiley & Sons
• Release Date : 2012-05-31
• ISBN : 9781118238141

A breakthrough trading book that provides powerful insights on profitable technical patterns and strategies The Art and Science of Technical Analysis is a groundbreaking work that bridges the gaps between the academic view of markets, technical analysis, and profitable trading. The book explores why randomness prevails in markets most, but not all, of the time and how technical analysis can be used to capture statistically validated patterns in certain types of market conditions. The belief of the book is that

• Author : L. Domellöf
• Publisher : Springer Verlag
• Release Date : 1989-01-01
• ISBN : 0387510559

• Author : Merritt B. Fox,Lawrence Glosten,Gabriel Rauterberg
• Publisher : Columbia University Press
• Release Date : 2019-01-08
• ISBN : 9780231543934

The U.S. stock market has been transformed over the last twenty-five years. Once a market in which human beings traded at human speeds, it is now an electronic market pervaded by algorithmic trading, conducted at speeds nearing that of light. High-frequency traders participate in a large portion of all transactions, and a significant minority of all trade occurs on alternative trading systems known as “dark pools.” These developments have been widely criticized, but there is no consensus on the

• Author : Jay Vaananen
• Publisher : John Wiley & Sons
• Release Date : 2015-02-23
• ISBN : 9781118879191

A plain English guide to high frequency trading and off-exchange trading practices In Dark Pools & High Frequency Trading For Dummies, senior private banker Jukka Vaananen has created an indispensable and friendly guide to what really goes on inside dark pools, what rewards you can reap as an investor and how wider stock markets and pricing may be affected by dark pools. Written with the classic For Dummies style that has become a hallmark of the brand, Vaananen makes this complex