投资者订单提交行为、订单簿特征与数量化交易研究

Brand: 经济科学出版社    Sold By: EM China
投资者订单提交行为、订单簿特征与数量化交易研究
投资者订单提交行为、订单簿特征与数量化交易研究
投资者订单提交行为、订单簿特征与数量化交易研究
投资者订单提交行为、订单簿特征与数量化交易研究

投资者订单提交行为、订单簿特征与数量化交易研究

Brand: 经济科学出版社    Sold By: EM China
$34.19 In Stock
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投资者订单提交行为、订单簿特征与数量化交易研究

投资者订单提交行为、订单簿特征与数量化交易研究

$34.19

内容简介

  证券市场的交易机制主要可以分为报价驱动市场(Quote-driven Market)和订单驱动市场(Order-dnvenMarket)两类。报价驱动市场依靠做市商提供流动性,订单驱动市场则依靠限价订单提供流动性。投资者掌握市场信息的质与量、订单簿透明度以及投资者的交易需求目标都会影响投资者订单提交策略和行为,进而影响市场上订单簿构成与变化,最终影响价格发现过程和市场质量。《投资者订单提交行为、订单簿特征与数量化交易研究》旨...

Product Details

内容简介

  证券市场的交易机制主要可以分为报价驱动市场(Quote-driven Market)和订单驱动市场(Order-dnvenMarket)两类。报价驱动市场依靠做市商提供流动性,订单驱动市场则依靠限价订单提供流动性。投资者掌握市场信息的质与量、订单簿透明度以及投资者的交易需求目标都会影响投资者订单提交策略和行为,进而影响市场上订单簿构成与变化,最终影响价格发现过程和市场质量。《投资者订单提交行为、订单簿特征与数量化交易研究》旨在从理论与实证两个角度研究中国股市限价订单簿特征、分布和订单提交策略及行为,并在此基础上分析订单簿透明度的影响、订单执行成本(交易成本)等与订单相关的重要问题,最后介绍了数量化交易的理论与实践等内容。

目  录
第一章 导言
第二章 文献综述
第一节 投资者订单提交策略和行为的理论
第二节 投资者订单提交策略和行为的实证研究
第三节 投资者订单选择的实证研究
第四节 限价订单簿特征与形状
第五节 限价和市价订单的绩效及对市场的影响

第三章 订单类型、订单传输与撮合
第一节 主要订单种类
第二节 订单撮合与价格形成
第三节 中国股市订单报盘系统
第四节 中国股市订单特征与概况
第五节 美国股票市场订单处理

Shipping Overview: 

Shipping: Standard Domestic Shipping within the United States charges USD 4.99. Standard International Shipping from United Kingdom and Germany to the United States charges 14.99. 

Order Processing: Please allow 1-2 business days for order processing and preparation before shipment. 

Domestic Shipping: Orders within the U.S. are shipped via USPS or FedEx, depending on the origin of the product. The average transit time is 3-7 business days. 

International Shipping: Currently, we only ship within the USA. 

Tracking Information: Every order is trackable. You will receive a tracking number once your order has been shipped. Products may be shipped from various global fulfillment centers.

Shipping Delays: 

Please note that shipping times may vary due to factors beyond our control, such as weather conditions, natural disasters, or peak holiday periods. While we strive to ensure timely delivery, the exact arrival time cannot be guaranteed and is managed by the shipping carrier.

Shipping Options:

  • Standard Delivery: Most orders are shipped within 3-7 business days. Larger items may utilize LTL shipping for safe handling.

  • Handling Time: We handle shipments on business days (Monday - Friday), with a preparation time of 1-2 days.

  • Additional Charges: Some items require additional shipping charges due to their size, weight, or special handling. These charges are specified on the product pages and are not eligible for shipping discounts.

  • Exclusions: Gift cards, packaging, taxes, and prior purchases do not count toward the minimum purchase requirement for free shipping. This offer is valid only for shipments to U.S. addresses, including Puerto Rico.

Delivery Details:

  • Estimates: Standard shipping within the US typically takes 3-7 business days. These are estimates and not guarantees.

  • Shipping Restrictions: We ship to all 50 states, Washington, DC, U.S. territories, and APO/FPO/DPO addresses. Shipping options vary based on the delivery address.

  • Remote Areas: Shipments to remote areas may incur additional charges or require pickup from a nearby shipping partner’s location.

Shipping Confirmation:

You will receive a shipping confirmation email with a tracking number as soon as your order is dispatched. If you do not receive this email immediately, please be assured that your items will arrive within the estimated delivery window provided at checkout.

Order Modifications:

If you need to cancel or modify your order, please contact our customer support immediately.

Issues with Delivery:

If your order shows as delivered but you have not received it, please contact the shipping carrier directly to resolve the issue. For persistent problems, contact our customer service at cs@everymarket.com.

Customer Support:

Our team is available 24/7 to assist you with any questions or concerns regarding your order. We are committed to ensuring a smooth shopping experience.

Return & Refund Policy Overview

Please review our return and refund policies below to ensure a smooth transaction process.

Return Policy

  • Duration: You have 30 days from receiving your item to initiate a return.

  • Condition: Items must be unworn, unwashed, with original tags and packaging intact.

  • Shipping Costs: Customers are responsible for return shipping costs.

  • Packaging: Ensure returned items are well-packaged to avoid damage during transit.

  • Tracking: Use a trackable and insured shipping method as we are not liable for items lost or damaged on return.

  • Initiating a Return: Contact us at cs@everymarket.com to start your return. We will provide a return shipping label and instructions upon approval. Returns without prior approval will not be accepted.

How to Return

  • Method: Returns must be sent back by mail to the address provided in the return instructions.

Return Label

  • Defective Products: Return labels are provided for defective items.

  • Non-Defective Returns: Customers are responsible for obtaining their return shipping label.

Product Conditions for Return

  • Eligible Products: Returns are only accepted for items in new condition.

Nonreturnable Items

Certain items are not eligible for return:

  • Electronic devices after 30 days (e.g., computers, laptops, Kindles)

  • Gift cards, prepaid game cards

  • Perishable goods, live insects, some jewelry, some health and personal care items

  • Customized or personalized products

  • Items with special shipping restrictions

Refund Policy

  • Window: Eligible products may be returned within 30 days of delivery for a refund.

  • Refund Method: Refunds are processed to the original payment method or as store credit for items purchased with gift cards.

  • Processing Time: Refunds are processed within 3-5 business days after we receive the return; please allow additional time for shipping and bank processing.

Claims

Inspect your order upon arrival and report any defects, damages, or incorrect items immediately to allow us to address the issue. For claims, contact our support team with details of the issue.

Exchange Policy

For the quickest service, return your original item and place a new order for the desired product once your return is accepted.

Return Address

EveryMarket Customer Service 2101 E Terra Ln, O'Fallon, MO 63366

Customer Support

Available 24/7 for any questions or assistance needed:

  • Phone: +1 636-312-5925

  • Email: cs@everymarket.com

 

内容简介

  证券市场的交易机制主要可以分为报价驱动市场(Quote-driven Market)和订单驱动市场(Order-dnvenMarket)两类。报价驱动市场依靠做市商提供流动性,订单驱动市场则依靠限价订单提供流动性。投资者掌握市场信息的质与量、订单簿透明度以及投资者的交易需求目标都会影响投资者订单提交策略和行为,进而影响市场上订单簿构成与变化,最终影响价格发现过程和市场质量。《投资者订单提交行为、订单簿特征与数量化交易研究》旨在从理论与实证两个角度研究中国股市限价订单簿特征、分布和订单提交策略及行为,并在此基础上分析订单簿透明度的影响、订单执行成本(交易成本)等与订单相关的重要问题,最后介绍了数量化交易的理论与实践等内容。

目  录
第一章 导言
第二章 文献综述
第一节 投资者订单提交策略和行为的理论
第二节 投资者订单提交策略和行为的实证研究
第三节 投资者订单选择的实证研究
第四节 限价订单簿特征与形状
第五节 限价和市价订单的绩效及对市场的影响

第三章 订单类型、订单传输与撮合
第一节 主要订单种类
第二节 订单撮合与价格形成
第三节 中国股市订单报盘系统
第四节 中国股市订单特征与概况
第五节 美国股票市场订单处理

Shipping Overview: 

Shipping: Standard Domestic Shipping within the United States charges USD 4.99. Standard International Shipping from United Kingdom and Germany to the United States charges 14.99. 

Order Processing: Please allow 1-2 business days for order processing and preparation before shipment. 

Domestic Shipping: Orders within the U.S. are shipped via USPS or FedEx, depending on the origin of the product. The average transit time is 3-7 business days. 

International Shipping: Currently, we only ship within the USA. 

Tracking Information: Every order is trackable. You will receive a tracking number once your order has been shipped. Products may be shipped from various global fulfillment centers.

Shipping Delays: 

Please note that shipping times may vary due to factors beyond our control, such as weather conditions, natural disasters, or peak holiday periods. While we strive to ensure timely delivery, the exact arrival time cannot be guaranteed and is managed by the shipping carrier.

Shipping Options:

  • Standard Delivery: Most orders are shipped within 3-7 business days. Larger items may utilize LTL shipping for safe handling.

  • Handling Time: We handle shipments on business days (Monday - Friday), with a preparation time of 1-2 days.

  • Additional Charges: Some items require additional shipping charges due to their size, weight, or special handling. These charges are specified on the product pages and are not eligible for shipping discounts.

  • Exclusions: Gift cards, packaging, taxes, and prior purchases do not count toward the minimum purchase requirement for free shipping. This offer is valid only for shipments to U.S. addresses, including Puerto Rico.

Delivery Details:

  • Estimates: Standard shipping within the US typically takes 3-7 business days. These are estimates and not guarantees.

  • Shipping Restrictions: We ship to all 50 states, Washington, DC, U.S. territories, and APO/FPO/DPO addresses. Shipping options vary based on the delivery address.

  • Remote Areas: Shipments to remote areas may incur additional charges or require pickup from a nearby shipping partner’s location.

Shipping Confirmation:

You will receive a shipping confirmation email with a tracking number as soon as your order is dispatched. If you do not receive this email immediately, please be assured that your items will arrive within the estimated delivery window provided at checkout.

Order Modifications:

If you need to cancel or modify your order, please contact our customer support immediately.

Issues with Delivery:

If your order shows as delivered but you have not received it, please contact the shipping carrier directly to resolve the issue. For persistent problems, contact our customer service at cs@everymarket.com.

Customer Support:

Our team is available 24/7 to assist you with any questions or concerns regarding your order. We are committed to ensuring a smooth shopping experience.

Return & Refund Policy Overview

Please review our return and refund policies below to ensure a smooth transaction process.

Return Policy

  • Duration: You have 30 days from receiving your item to initiate a return.

  • Condition: Items must be unworn, unwashed, with original tags and packaging intact.

  • Shipping Costs: Customers are responsible for return shipping costs.

  • Packaging: Ensure returned items are well-packaged to avoid damage during transit.

  • Tracking: Use a trackable and insured shipping method as we are not liable for items lost or damaged on return.

  • Initiating a Return: Contact us at cs@everymarket.com to start your return. We will provide a return shipping label and instructions upon approval. Returns without prior approval will not be accepted.

How to Return

  • Method: Returns must be sent back by mail to the address provided in the return instructions.

Return Label

  • Defective Products: Return labels are provided for defective items.

  • Non-Defective Returns: Customers are responsible for obtaining their return shipping label.

Product Conditions for Return

  • Eligible Products: Returns are only accepted for items in new condition.

Nonreturnable Items

Certain items are not eligible for return:

  • Electronic devices after 30 days (e.g., computers, laptops, Kindles)

  • Gift cards, prepaid game cards

  • Perishable goods, live insects, some jewelry, some health and personal care items

  • Customized or personalized products

  • Items with special shipping restrictions

Refund Policy

  • Window: Eligible products may be returned within 30 days of delivery for a refund.

  • Refund Method: Refunds are processed to the original payment method or as store credit for items purchased with gift cards.

  • Processing Time: Refunds are processed within 3-5 business days after we receive the return; please allow additional time for shipping and bank processing.

Claims

Inspect your order upon arrival and report any defects, damages, or incorrect items immediately to allow us to address the issue. For claims, contact our support team with details of the issue.

Exchange Policy

For the quickest service, return your original item and place a new order for the desired product once your return is accepted.

Return Address

EveryMarket Customer Service 2101 E Terra Ln, O'Fallon, MO 63366

Customer Support

Available 24/7 for any questions or assistance needed:

  • Phone: +1 636-312-5925

  • Email: cs@everymarket.com

 

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