Market microstructure in practice /
Market microstructure in practice /
edited by Charles-Albert Lehalle, Sophie Laruelle .
- 2nd ed.
- xxvi, 339 p. : illustrations ; 24 cm
Revised edition of Market microstructure in practice, [2014]
Includes bibliographical references and index.
Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and systemic risk -- The flash crash -- The signature plot -- The epps effect -- Optimal organization for optimal trading -- Market impact at different time scales -- Optimal trading quantitative approaches : optimal trade scheduling and optimal order routing -- Orderbook dynamics.
9789813231122 (hbk.) : $78.00
2017045429
Capital market.
Finance.
Stock exchanges.
HG4523 / .M2678 2018
332.0415
Revised edition of Market microstructure in practice, [2014]
Includes bibliographical references and index.
Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and systemic risk -- The flash crash -- The signature plot -- The epps effect -- Optimal organization for optimal trading -- Market impact at different time scales -- Optimal trading quantitative approaches : optimal trade scheduling and optimal order routing -- Orderbook dynamics.
9789813231122 (hbk.) : $78.00
2017045429
Capital market.
Finance.
Stock exchanges.
HG4523 / .M2678 2018
332.0415