Market microstructure in practice / edited by Charles-Albert Lehalle, Sophie Laruelle .
Material type:
TextPublisher: New Jersey : World Scientific, [2018]Edition: 2nd edDescription: xxvi, 339 p. : illustrations ; 24 cmContent type: - text
- unmediated
- volume
- 9789813231122 (hbk.) :
- 332.0415 23
- HG4523 .M2678 2018
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | Item holds | |
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Udaipur | 332.0415 (Browse shelf(Opens below)) | 1 | Available | IIMU-004790 |
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| 332.041 Capital : | 332.041 Capital : | 332.0414 Capital markets : institutions, instruments, and risk management. | 332.0415 Market microstructure in practice / | 332.04154 Doing Capitalism in the Innovation Economy : markets, speculation and the state | 332.04154 Venture deals : | 332.04154 Private equity in action : |
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.
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