Market microstructure in practice /
Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the "Flash Crash" of 201...
| Основен автор: | Lehalle, Charles-Albert. |
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| Други автори: | Laruelle, Sophie. |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
New Jersey :
World Scientific,
[2013]
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=670629 |
| Подобни документи: |
Print version::
Market microstructure in practice |
| Резюме: |
Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the "Flash Crash" of 2010 are also analyzed in depth. Using a quantitative viewpoint, this book will help students, academics, regulators, policy makers, and practitioners understand how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical appendix details the quantitative tools and indicators used through the book, allowing the reader to go further on his own. |
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| Физически характеристики: |
1 online resource. |
| Библиография: |
Includes bibliographical references and index. |
| ISBN: |
9789814566179 9814566179 |