£66.91

Cambridge University Press Trades, Quotes and Prices: Financial Markets Under the Microscope

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£67 today · usual range £63–£69 · best ever £63

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Last 47 days · 47 data points (no recent data)

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£68.69 £62.75 £64.05 £65.34 £66.64 £67.93 £69.23 25 April 2026 06 May 2026 18 May 2026 29 May 2026 10 June 2026

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12 days 32 days · current 3 days 0 8 16 24 32 £63 £67 £69 Days at Price

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Most common price: £67 (32 days, 68.1%)

Price range: £63 - £69

Price levels: 3 different prices over 47 days

Description

The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 March 2018
Listed Since
14 August 2017

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