Market Microstructure and Nonlinear Dynamics : Keeping Financial Crisis in Context

edited by Gilles Dufrénot, Fredj Jawadi, Waël Louhichi

Market Fragmentation and Market Quality: The European Experience -- Pre-trade Transparency and the Information Content of the Limit Order Book -- Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets -- News Trader, Liquidity and Transaction Cost -- What Moves Euro-Bund Futures Contracts on Eurex? Surprises!- Individual Investors' Trading Activities and Price Volatility -- Finance and Growth Causality: Empirical Evidence for Emerging Europe -- Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area -- Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone (Application of ARCH/GARCH/EGARCH) -- Shift-Volatility Transmission in East Asian Equity Markets: New Indicators -- Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Parity: Evidence from the MENA Region. .

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Year of publication:	2014
Other Persons:	Dufrénot, Gilles (ed.) ; Jawadi, Fredj (ed.) ; Louhichi, Waël (ed.)
Publisher:	Cham : Springer International Publishing
Subject:	Wertpapierhandel \| Securities trading \| Marktliquidität \| Market liquidity \| Finanzmarktregulierung \| Financial market regulation \| Spekulation \| Speculation \| Kapitalmarkttheorie \| Financial economics \| Welt \| World
Description of contents:	Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

Extent:	Online-Ressource (XII, 315 p. 32 illus, online resource)
Series:	SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record Market Fragmentation and Market Quality: The European ExperiencePre-trade Transparency and the Information Content of the Limit Order Book -- Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets -- News Trader, Liquidity and Transaction Cost -- What Moves Euro-Bund Futures Contracts on Eurex? Surprises!- Individual Investors' Trading Activities and Price Volatility -- Finance and Growth Causality: Empirical Evidence for Emerging Europe -- Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area -- Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone (Application of ARCH/GARCH/EGARCH) -- Shift-Volatility Transmission in East Asian Equity Markets: New Indicators -- Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Parity: Evidence from the MENA Region. .
ISBN:	978-3-319-05212-0 ; 978-3-319-05211-3
Other identifiers:	10.1007/978-3-319-05212-0 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014020850