£120.00

It has never been this cheap. We have no record of a lower price.

£120 today · cheaper than every other day in the last 3 months

Routledge High Frequency Trading and Limit Order Book Dynamics

View at Amazon

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 23 days · 23 data points (no recent data)

Historical
Generating forecast…
£120.00 £114.00 £116.40 £118.80 £121.20 £123.60 £126.00 25 July 2026 30 July 2026 05 August 2026 10 August 2026 16 August 2026
View at Amazon ↗

Price data last checked 68 day(s) ago - refreshing...

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↑ Price chart
when this has been cheap or pricey
↑ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price Distribution

Price distribution over 23 days • 1 price levels

Days at Price
23 days 0 6 12 17 23 £120 Days at Price

Price Analysis

Most common price: £120 (23 days, 100.0%)

Price range: £120 - £120

Price levels: 1 different prices over 23 days

Description

High Frequency Trading and Limit Order Book Dynamics by Routledge provides an advanced look at market microstructure and high-frequency finance. This academic resource combines the latest research with new econometric methods to address practical issues in modern financial markets. Through thirteen specialized chapters, the book covers a broad range of essential topics. Readers will explore information asymmetry, the information content within limit order books, and high-frequency return distribution models. The text also covers multivariate volatility forecasting, individual trading behavior analysis, and liquidity studies. It serves as a significant contribution to existing literature for those studying professional finance and forecasting.

Key Features

This Routledge publication brings together the latest research in market microstructure and high-frequency finance.

Thirteen chapters provide significant contributions to the existing literature on financial research.

The text includes new econometric methods designed to address critical practical issues in finance.

Topics covered include information asymmetry and the information content found in limit order books.

Detailed analysis is provided for high-frequency return distribution models and multivariate volatility forecasting.

The book examines individual trading behavior and the analysis of liquidity.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
30 October 2014
Listed Since
19 June 2014

Barcode

No barcode data available

Similar Products You Might Like

High Frequency Trading and Limit Order Book Dynamics
99% match

High Frequency Trading and Limit Order Book Dynamics

Routledge

£41.99 23 Sep 2026
High-Frequency Trading and Order Book Dynamics (The Artificial Edge: Quantitative Trading Strategies with Python)
98% match

High-Frequency Trading and Order Book Dynamics (The Artificial Edge: Quantitative Trading Strategies with Python)

£54.58 24 Jun 2026
Econometrics of Financial High-Frequency Data
97% match

Econometrics of Financial High-Frequency Data

Springer

£110.00 15 Aug 2026
Econometrics of Financial High-Frequency Data
97% match

Econometrics of Financial High-Frequency Data

Springer

£128.11 03 Oct 2026
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems: 604 (Wiley Trading)
97% match

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems: 604 (Wiley Trading)

Wiley

£45.49 18 Oct 2026
High-frequency Trading
97% match

High-frequency Trading

Risk Books

Price unavailable
Handbook of High Frequency Trading
97% match

Handbook of High Frequency Trading

Elsevier

£76.00 14 Aug 2026
An Introduction to High-Frequency Finance
97% match

An Introduction to High-Frequency Finance

Elsevier

£74.69 14 Aug 2026
Cambridge Algorithmic and High-Frequency Trading Textbook
97% match

Cambridge Algorithmic and High-Frequency Trading Textbook

Cambridge University Press

£46.79 21 Oct 2026
Trading Haute Fréquence et Dark Pools: La Complexité des Marchés Financiers
97% match

Trading Haute Fréquence et Dark Pools: La Complexité des Marchés Financiers

Books on Demand

£40.50 07 Oct 2026
Cambridge University Press - Trades, Quotes and Prices Book
97% match

Cambridge University Press - Trades, Quotes and Prices Book

Cambridge University Press

£69.41 11 Aug 2026
Arbitrage, market microstructure and the limit order book: Arbitrage opportunities in diverse markets, market microstructure aspects and a model of the limit order book
97% match

Arbitrage, market microstructure and the limit order book: Arbitrage opportunities in diverse markets, market microstructure aspects and a model of the limit order book

Südwestdeutscher Verlag für Hochschulschriften

£77.00 18 Sep 2026
High-Frequency Trading: Elements, Considerations, Perspectives (Trade Issues, Policies and Laws)
96% match

High-Frequency Trading: Elements, Considerations, Perspectives (Trade Issues, Policies and Laws)

Nova Science Publishers Inc

£139.63 19 Aug 2026
Lecture Notes In Market Microstructure And Trading: 4 (World Scientific Lecture Notes In Finance)
96% match

Lecture Notes In Market Microstructure And Trading: 4 (World Scientific Lecture Notes In Finance)

World Scientific Publishing Company

£63.67 18 Sep 2026
Microstructure and Noise in Financial Markets: Rigorous and not-so rigorous results in market microstructure
96% match

Microstructure and Noise in Financial Markets: Rigorous and not-so rigorous results in market microstructure

VDM Verlag

£68.39 18 Sep 2026
Trading and Exchanges Market Microstructure for Practitioners
96% match

Trading and Exchanges Market Microstructure for Practitioners

Oxford University Press

£141.52 19 Aug 2026
Financial Trading and Investing
96% match

Financial Trading and Investing

Elsevier

£59.39 22 Sep 2026
Market Microstructure in Practice
96% match

Market Microstructure in Practice

World Scientific Publishing Company

£42.00 11 Sep 2026
High-Frequency Financial Econometrics
96% match

High-Frequency Financial Econometrics

Princeton University Press

£36.62 26 Sep 2026
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
96% match

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

CRC Press

£119.34 21 Aug 2026
OPTIMAL MEAN REVERSION TRADING: MATHEMATICAL ANALYSIS AND PRACTICAL APPLICATIONS: 1 (MODERN TRENDS IN FINANCIAL ENGINEERING)
96% match

OPTIMAL MEAN REVERSION TRADING: MATHEMATICAL ANALYSIS AND PRACTICAL APPLICATIONS: 1 (MODERN TRENDS IN FINANCIAL ENGINEERING)

World Scientific Publishing Company

£69.50 19 Aug 2026
The Microstructure of Financial Markets
96% match

The Microstructure of Financial Markets

Cambridge University Press

£69.00 06 Oct 2026
Financial Market Infrastructures: Law and Regulation (Oxford EU Financial Regulation)
96% match

Financial Market Infrastructures: Law and Regulation (Oxford EU Financial Regulation)

Oxford University Press

£247.50 20 Aug 2026
Wiley Professional Automated Trading: Theory and Practice
96% match

Wiley Professional Automated Trading: Theory and Practice

Wiley

£50.75 19 Aug 2026