The Econometrics of Sequential Trade Models : Theory and Applications Using High Frequency Data /

This clearly structured and well-written reference work examines the consequences of speculative trading based on private information about financial asset markets. It presents an extensive and thorough discussion of theoretical and empirical methods used in previous studies on sequential trade mode...

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Bibliographic Details

Main Author:	Kokot, Stefan
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:	Lecture notes in economics and mathematical systems ; 538.
Subjects:	Economics. Finance. Economics > Statistics. Econometrics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book