Excecution times of small limit orders (Record no. 11779)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00893npc a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2013 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 658 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | CHATTERJEE, DEVLINA |
| 245 ## - TITLE STATEMENT | |
| Title | Excecution times of small limit orders |
| Remainder of title | A simpler modeling approach |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 49-64 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper studies excecution times of small orders in an electronic exchange, specifically the National Stock Exchange of India. Unlike other studies that have reconstructed the order book, a time consuming and computationally intensive activity,this paper considers small hypothetical orders, fo which lower and upper bonds on excution time are inferred from size and volatility are the most important variables that affect order execution. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | MANAGEMENT |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | MUKHOPADHYAY, CHIRANJIT |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P14822 |
| Note | M |
| Host Itemnumber | 30729 |
| Host Biblionumber | 11191 |
| Title | VIKALPA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.