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Market Microstructure In Practice

Language EnglishEnglish
Book Hardback
Book Market Microstructure In Practice Charles-Albert Lehalle
Libristo code: 05071139
Publishers World Scientific Publishing Co Pte Ltd, December 2013
Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market micros... Full description
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47 869 Ft
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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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About the book

Full name Market Microstructure In Practice
Language English
Binding Book - Hardback
Date of issue 2013
Number of pages 332
EAN 9789814566162
ISBN 9814566160
Libristo code 05071139
Weight 620
Dimensions 238 x 160 x 25
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