Advances in quantitative analysis of finance and accounting.
By: editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee.
Contributors: Brick, Ivan E.; Ronen, Tavy.; Lee, Cheng F.
Publisher: World Scientific; World Scientific Publishing Company
Published: 2006
Place of publication: New Jersey
Language: eng
Number of pages: 248
ISBN-13: 9789812566263
Subjects: Stock exchanges -- Mathematical models.; Securities -- Prices -- Mathematical models.; Liquidity (Economics) -- Mathematical models.
Notes: Includes bibliographical references and index.
Table of contents: title: Lawrence R. Glosten; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Daniel G. Weaver; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Daniel G. Weaver -- Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Daniel G. Weaver -- Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- Thomas O. Miller, Michael S. Pagano; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Daniel G. Weaver -- Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- Thomas O. Miller, Michael S. Pagano -- Robin K. Chou, Wan-Chen Lee; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Daniel G. Weaver -- Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- Thomas O. Miller, Michael S. Pagano -- Robin K. Chou, Wan-Chen Lee; title: Lawrence R. Glosten -- Mark Coppejans, Ian Domowitz, Ananth Madhavan -- Bruce N. Lehmann -- Alex Frino, Elvis Jarnecic, Thomas H. McInish -- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam -- Daniel G. Weaver -- Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness -- Thomas O. Miller, Michael S. Pagano -- Robin K. Chou, Wan-Chen Lee -- Guo Ying Luo; title: Lawrence R. Glosten-- Mark Coppejans, Ian Domowitz, Ananth Madhavan-- Bruce N. Lehmann-- Alex Frino, Elvis Jarnecic, Thomas H. McInish-- Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam-- Daniel G. Weaver-- Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness-- Thomas O. Miller, Michael S. Pagano-- Robin K. Chou, Wan-Chen Lee-- Guo Ying Luo-- Ramaprasad Bhar, A.G. Malliaris.