Advances in Quantitative Analysis of Finance And Accounting: Essays in Microstructure in Honor of David K. Whitcomb - Couverture rigide

Couverture rigide

ISBN 10 : 9812566260 ISBN 13 : 9789812566263

Editeur : World Scientific Publishing Co Pte Ltd, 2006

Synopsis

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Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).
Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door for improved transaction cost measurement, volatility dynamics and even asymmetric information measures, among others. Thus, this field is an important building block towards understanding today's financial markets. One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure. The coverage of topics on this volume is broad, ranging from the theoretical to empirical, and covering various issues from market architecture to liquidity and volatility.

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2006
• Langue: anglais
• ISBN 10: 9812566260
• ISBN 13: 9789812566263
• Reliure: Relié
• Nombre de pages: 268
• Éditeur: Lee Cheng Few, Brick Ivan E, Ronen Tavy
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible