www.bookin.org.ru Книги Интернет магазин +79015461416

    есть на складе           
Салаты сборник рецептов

 Volatility and Price Discovery in Stock Markets. An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse
Наименование:

Volatility and Price Discovery in Stock Markets. An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse

автор Deniz O. издательство Книга по Требованию Экономическая теория
Cтраниц 132        мягкая обложка       
Аннотация:Results confirm an intra-day reverse J-shaped pattern of half-hour volatility in these markets. The evidence also suggests an accentuation of volatility during longer periods, such as 24-hour intervals. This accentuation appears to subside when I extend the differencing interval to longer periods such as one-week or two-week returns. Findings indicate price discovery errors especially at shorter differencing intervals. Using return series with various differencing intervals that are as short as half-hour and as long as two weeks, I investigate the short-term volatility accentuation in five equity markets: the Nasdaq Stock Market and the New York Stock Exchange in the US, and the London Stock Exchange, Deutsche Boerse and Euronext Paris in Europe. In addition, I find evidence of an intra-week pattern in volatility with higher volatility on Monday opening periods and Friday closing periods.
Автор: Deniz O.
Издательство: Книга по Требованию
Год:2009
Цена:
2415 руб
Нет в наличии
Поиск: Volatility and Price Discovery in Stock Markets. An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse
НОВЫЙ ГОД СИМВОЛ 2013 ГОДАУКРАШЕНИЯ
КАРНАВАЛ НА НОВЫЙ ГОД РАСПРОДАЖА
Ортомолекулярная медицина Orthomol Устрание причин заболеваний. Ортомоль это новый метод для лечения и профилактики болезней. Orthomol - ортомолекулярная медицина.
Финансы и кредит: Государственный долг РФ

И хотя случаев отказа в таком переоформлении зафиксировано не было, сам процесс занимает длительное время. Формально стороны оставляют 21 рабочий день, для того чтобы переписать права собственности с продавца на покупателя. При этом в соглашение включено положение о том, что стороны приложат максимум усилий для соблюдения этого срока. Однако на практике это не всегда удается — сделка требует длительного обмена письмами: сначала происходит подтверждение сделки между контрагентами, затем продавец посылает запрос на reassig me (перерегистрацию) во Внешэкономбанк, получает от него положительный ответ, после чего вместе с покупателем переписывает сам кредит. Для упрощения сделок время от времени создаются синдикаты, куда входят основные западные инвестиционные банки, торгующие данным инструментом. Эти синдикаты при посредничестве крупных аудиторских фирм, таких как Ar hur A derso , Price Wa erhouse и др., клирингуют сделки между собой. В результате вместо тысяч перерегистраций возникает необходимость лишь в нескольких с участием начальных и конечных владельцев. Существует и более простой способ торговли, который предпочитают отечественные банки, — нейтинг ( e i g): банк продает купленный кредит прежнему владельцу до истечения стандартного срока в 21 день, производя таким образом подобие арбитражной сделки, которая не требует никакого оформления.
Каталка "Мишка".
Высота от пола до сиденья: 23 см. Размер: 29х47х43 см. Каталка выдерживает массу ребенка до 25 кг. Цвет каталки может отличаться от
759 руб
Раздел: Каталки
Глобус Земли "Двойная карта", рельефный, с подсветкой, 420 мм.
Рельефный глобус с физической и политической картой мира станет незаменимым атрибутом обучения не только школьника, но и студента. На
2642 руб
Раздел: Глобусы
Точилка механическая, металлический корпус.
Механическая точилка имеет прозрачный контейнер. Удобная и безопасная точилка оснащена механизмом, позволяющим крепить ее к столу. Нож из
1097 руб
Раздел: Точилки
With special reference to India Development and Integration of Global Stock Markets.With special reference to India Development and Integration of Global Stock Markets.
The fifth chapter presents the empirical findings and the final chapter summarizes the study and conclusions. Krishna R.C. Книга по Требованию  
2007 руб
Effects of exchange rate on stock market. The effect of exchange rate changes on stock market volatility in New Member statesEffects of exchange rate on stock market. The effect of exchange rate changes on stock market volatility in New Member
Radek J. Книга по Требованию  
1877 руб
Equity Indexing. Hedging and Trading Stock Market Indices and Exchange Traded FundsEquity Indexing. Hedging and Trading Stock Market Indices and Exchange Traded Funds
The present book provides an empirical analysis of equity indices and exchange traded funds (ETFs), i. e. tradable versions of traditional equity indices. Andreza B. Книга по Требованию  
2768 руб
Economics of Drug Research and Development. Price Regulation,Capital Market Imperfections and Strategic Research and DevelopmentEconomics of Drug Research and Development. Price Regulation,Capital Market Imperfections and Strategic Research and
Dr. J.A. V. Книга по Требованию  
3233 руб
The Stock Market in a Deterministic Overlapping Generations Model. Economic Bubbles and Dynamic EfficiencyThe Stock Market in a Deterministic Overlapping Generations Model. Economic Bubbles and Dynamic Efficiency
The reader becomes aware of interactions between households and firms and the connected investment decisions. Michael W. L. Книга по Требованию  
2415 руб
Efficiency of Indian Stock Market. Pre and Post LiberalisationEfficiency of Indian Stock Market. Pre and Post Liberalisation
Wide ranging financial reform measures have been implemented since then, to make the financial system more efficient. Saloni G. Книга по Требованию  
3233 руб
The Stock MarketThe Stock Market
Huebner S.S. Книга по Требованию  
1149 руб
The profitability of investing in Dutch execution auctions. Beating the stock market by means of investing in execution sale propertiesThe profitability of investing in Dutch execution auctions. Beating the stock market by means of investing in execution sale
Theories and empirical evidence will support the approach to the subject by describing the various auction systems and by delineating the available economic possibilities when contemplating an investment in execution Barbara M. Книга по Требованию  
1893 руб
Stochastic Volatility Extensions of the Swap Market Model. Derivation, Calibration, and Exploration of the Pricing Power of SV SMM and LN-SV SMMStochastic Volatility Extensions of the Swap Market Model. Derivation, Calibration, and Exploration of the Pricing Power of SV SMM and LN-SV
Two stochastic volatility extensions of the Swap Market Model, one with jumps and the other without, are derived. Milena T. Книга по Требованию  
2007 руб
Contractors' Opportunistic Bidding in the Public Construction Market. The Unanticipated Behavioral Structure to the Dynamics of Market PriceContractors' Opportunistic Bidding in the Public Construction Market. The Unanticipated Behavioral Structure to the Dynamics of Market
However, few studies noticed that the “sell to produce” characteristic of construction projects may induce contractors to adopt opportunistic bidding strategy, offering a low bid and then make up the amount initially sacrificed from Min-Ren Y. Книга по Требованию  
1980 руб
Market Efficiency Theory and the Earnings Announcement Premium. A study of the Oslo Stock ExchangeMarket Efficiency Theory and the Earnings Announcement Premium. A study of the Oslo Stock Exchange
Lamont and Frazzini (2007) document that a trading strategy of buying every stock expected to announce within the coming month and selling short every stock not expected to announce the coming month generates a large and statistically significant Beate B. Книга по Требованию  
2402 руб
How Investor Sentiment Leads to Irrational Price Behavior Over- and Underreactions on Capital Markets.How Investor Sentiment Leads to Irrational Price Behavior Over- and Underreactions on Capital Markets.
Investors, persons working in corporate finance or investor relations, and any other market participant will find this book interesting. Книга по Требованию  
1996 руб
Derivatives Markets with Stochastic Volatility. Interest-Rate Derivatives and Value-at-RiskDerivatives Markets with Stochastic Volatility. Interest-Rate Derivatives and Value-at-Risk
In this book we study systems that arise in interest-rate markets when the volatility of the short rate is modeled as a function of two mean-reverting diffusions that vary on different scales. Rafael D.S. Книга по Требованию  
2783 руб
STOCK PRICE PROCESSES. On the correlation of maximum gain and maximum loss of stock price processesSTOCK PRICE PROCESSES. On the correlation of maximum gain and maximum loss of stock price processes
For the investors the results in this book explain the variability of the maximum and the minimum and of maximum gain and maximum loss of stock prices and in this book some useful observations and conjectures are collected on the risk and gain of Ceren V. Книга по Требованию  
2783 руб
An Introduction and Survey to Price Bubbles in Experimental Double Auction Markets under Symmetric Information Highlighting the Price Bubble Phenomenon of Dividend Paying Assets.An Introduction and Survey to Price Bubbles in Experimental Double Auction Markets under Symmetric Information Highlighting the Price Bubble Phenomenon of
Especially, two new indicators that could help explain the formation of prices are suggested. Книга по Требованию  
2007 руб
RELATIONSHIP OF MACROECONOMIC VARIABLES AND STOCK PRICES. An investigation into the relationship of macroeconomic variables and stock prices in PakistanRELATIONSHIP OF MACROECONOMIC VARIABLES AND STOCK PRICES. An investigation into the relationship of macroeconomic variables and stock prices in
MUHAMMAD A. Книга по Требованию  
2007 руб
Price Instability in the Maize Market in Malawi. Maize Price Seasonality and Food SecurityPrice Instability in the Maize Market in Malawi. Maize Price Seasonality and Food Security
Other food crops exhibit less price seasonality. Elizabeth L.M. Книга по Требованию  
3024 руб
Market Expectations and Oil Price Formation; OPEC Decisions. Does OPEC meetings effect oil price formation beforehand?Market Expectations and Oil Price Formation; OPEC Decisions. Does OPEC meetings effect oil price formation beforehand?
Oil business started to grow on 1950' and since then it has been the leading force in energy market. The OPEC Organisation of Petroleum Exporting Countries was founded on 1960 to annex the resources of oil producer countries. There are many Kirsi E. Книга по Требованию  
1893 руб
Implied Volatility Functions. Evidence from Finnish Warrant MarketImplied Volatility Functions. Evidence from Finnish Warrant Market
The intention of the thesis is to find answers to the three following questions: what is the form of the volatility structure in Finnish warrant markets? Veli-Matti A. Книга по Требованию  
1893 руб
Книжный магазин bookin.org.ruDiscovery:Тайна Джека-Потрошителя [VHS] { } ~54.00.00 43078
Премьер  
98 руб
Книжный магазин bookin.org.ruDaft Punk'Discovery' [CD] { } ~54.00.00 88040
Бомба-М  
228 руб
Fisher-Price. AR. Суперраскраска. ГепардFisher-Price. AR. Суперраскраска. Гепард
Новая серия «Суперраскраска» объединяет все детские бренды! Росмэн Суперраскраска 
48 руб
Communist Manifesto, Wages, Price and Profit, Capital Communist Manifesto, Wages, Price and Profit, Capital (Selections), Socialism: Utopian and Scientific
In 1848 a wave of revolutions broke over Europe. Marx K. CRW Publishing  
412 руб
Книжный магазин bookin.org.ruModeling Financial Markets
Van V. The McGraw-Hill Companies  
3017 руб
Книжный магазин bookin.org.ruAn Introduction to Stock Exchange Investment
Rutterford Palgrave  
2383 руб
Financial Markets and Institutions Financial Markets and Institutions (International Edition)
Frederic S. M. Pearson  
2341 руб
The Contemporary Cruise: Style. Discovery. AdventureThe Contemporary Cruise: Style. Discovery. Adventure
A World of Possibility. . . • Leave your stresses on land as you indulge in chic style, spa pampering and gourmet cuisine • Drop anchor alongside some the world’s most gorgeous and secluded beaches. • See wild penguins in the Antarctic or giant Iwein M. Thames&Hudson  
1324 руб
Discovery 2. Руководство по ремонтуDiscovery 2. Руководство по ремонту
Приведены возможные неисправности узлов и механизмов и методы их устранения, сопрягаемые размеры основных деталей и пределы их допустимого износа. Легион-Автодата  
1264 руб
Stock-Breeding: A Practical Treatise On The Applications Of The Laws Of Development And Heredity To The Improvement And Breeding Of Domestic Animals Stock-Breeding: A Practical Treatise On The Applications Of The Laws Of Development And Heredity To The Improvement And Breeding Of Domestic Animals
Manly M. Книга по Требованию  
1149 руб
The Old Gentleman of the Black StockThe Old Gentleman of the Black Stock
Thomas N.P. Книга по Требованию  
4 руб
The Greatest Trade Ever: How One Man Bet Against the Markets and Made $20 BillionThe Greatest Trade Ever: How One Man Bet Against the Markets and Made $20 Billion
Gregory Z. Penguin Group  
530 руб
Understanding Unemployment in the Modern Economy. Institutions, markets and unemploymentUnderstanding Unemployment in the Modern Economy. Institutions, markets and unemployment
The starting point is a review of the social and psychological literature in order to understand how joblessness affects people. Roger B. Книга по Требованию  
2746 руб
The Brazilian Shoe Industry and the Chinese Competition in International Markets. The Brazilian Shoe Industry - Competing in International Markets. A case of Success.The Brazilian Shoe Industry and the Chinese Competition in International Markets. The Brazilian Shoe Industry - Competing in International Markets. A case of
This study is a quantitative and qualitative analysis of the performance of the Brazilian shoe industry in international markets. Pedro K. Книга по Требованию  
2384 руб
A PR1ME EXAMPLE. INTRAPRENEURSHIP SUCCESS: How a small OTC traded company used Intrapreneurship to become the # 1 performing stock on the NYSE in 5 yearsA PR1ME EXAMPLE. INTRAPRENEURSHIP SUCCESS: How a small OTC traded company used Intrapreneurship to become the # 1 performing stock on the NYSE in 5
INTRAPRENEURSHIP is the SECRET WEAPON for success used by 3M, Toyota, Sony, Rubbermaid, GE, and other successful corporations! Howard E.H. Книга по Требованию  
2402 руб
TO WHAT EXTENT CRM IMPACTS ON THE SALES ORGANISATION IN B2B MARKETS. A CONVERGENT INTERVIEWING TECHNIQUETO WHAT EXTENT CRM IMPACTS ON THE SALES ORGANISATION IN B2B MARKETS. A CONVERGENT INTERVIEWING TECHNIQUE
This has been paralleled with irrevocable metamorphosis in the selling function. Cedric B. Книга по Требованию  
1996 руб
Mutual Funds. A Research about Investment Behaviour and Stock PreferencesMutual Funds. A Research about Investment Behaviour and Stock Preferences
This book is based on the author thesis and tries to provide an answer to such questions. Nuno F. Книга по Требованию  
1996 руб
Microcredit and poverty in Mexico. An impact assessment in urban marketsMicrocredit and poverty in Mexico. An impact assessment in urban markets
Mexico has undergone a major reform in financial markets that transformed the system from financial repression to financial liberalisation and yet, many enterprising households, particularly at the bottom- end of the income distribution, remain Miguel N.Z. Книга по Требованию  
3214 руб
Friction and Trust in Online Markets. Examinations of adverse selection, judgment bias and arbitrageFriction and Trust in Online Markets. Examinations of adverse selection, judgment bias and arbitrage
With the growth of the Internet and electronics commerce, an unprecedented amount of product and price information is now easily accessible to potential buyers, allowing online shoppers to easily obtain product information and compare vendor James W. Книга по Требованию  
1996 руб
The Discovery of Interacting Episodes and Temporal Rule Determination. Applications in Sequential Pattern MiningThe Discovery of Interacting Episodes and Temporal Rule Determination. Applications in Sequential Pattern Mining
Sequence mining can be stated as the discovery of inter- transaction associations or in data stored in temporal datasets, as a series of events, or episodes, occurring at specific times. Carl M. Книга по Требованию  
3214 руб
Negotiation Formats for Complex Markets with Multiple Heterogeneous Items Robust Combinatorial Auction Formats.Negotiation Formats for Complex Markets with Multiple Heterogeneous Items Robust Combinatorial Auction Formats.
CAs are getting increasingly popular for conducting negotiations on complex high-stakes markets, for example spectrum auctions and industrial procurement. Pavlo S. Книга по Требованию  
3986 руб


на главную


+7 (495) 105-96-52

Киниги почтой www.bookin.org.ru Книжный интернет магазин bookin.org.ru доставка книг почтой