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World Scientific Publishing Company Market Microstructure in Practice

Name: Market Microstructure in Practice
Brand: World Scientific Publishing Company
Price: 42.0 GBP
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Description

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. Edited by Charles-Albert Lehalle and Sophie Laruelle, and with contributions from Romain Burgot, Stéphanie Pelin and Matthieu Lasnier, this book uses aquantitative viewpoint to 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 throughout the book, allowing the reader to go further on his own.

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Market Microstructure in Practice

Product Type: ABIS_BOOK

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9814566160
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Stocks & Shares
Domain: Amazon UK
Release Date: 31 December 2013
Listed Since: 03 September 2013

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