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Query: faculty: "FEB" and publication year: "2008"

Author I.I. Zovko Title Topics in market microstructure Promotor C.H. Hommes Co-promotor J.D. Farmer Date 04-11-2008 Year 2008 Pages VI, 109 Faculty Faculty of Economics and Business Keywords marketmicrostructure ; agent-based models ; empirical finance ; econophysics ; Microstructure ; Trade ; Shares Classification 85.33 investment theory Language English Document type Dissertation Download papers 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) Document finder Use this url to link to this page: http://dare.uva.nl/en/record/290732 Contact us about this recordNotify a colleague Add to bookbag

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