Topics in market microstructure

Authors	I. Zovko
Supervisors	C.H. Hommes
Cosupervisors	J.D. Farmer
Award date	04-11-2008
ISBN	9789056295387
Number of pages	109
Publisher	Amsterdam: Vossiuspers - Amsterdam University Press
Organisations	Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type	PhD thesis
Note	Research conducted at: Universiteit van Amsterdam
Language	English
Published at	http://nl.aup.nl/books/9789056295387-topics-in-market-microstructure.html
Downloads	Thesis Title pages Acknowledgements Contents Chapter 1: Introduction Chapter 2: The power of patience : a behavioral regularity in limit order placement Chapter 3: The predictive power of zero intelligence in financial markets Chapter 4: Correlation and clustering in the trading of the members of the London Stock Exchange Chapter 5: Market imbalances and stock returns : heterogeneity of order sizes at the London Stock Exchange Chapter 6: Conclusions Bibliography Samenvatting (summary in Dutch)
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