£69.41

About as cheap as it gets — within 5% of the all-time low it hit 3 months ago.

£69 today · all-time low £67 (Jul 2026) · usually the usual

Cambridge University Press - Trades, Quotes and Prices Book

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£69.57 £66.57 £67.22 £67.88 £68.53 £69.19 £69.84 25 July 2026 29 July 2026 02 August 2026 06 August 2026 11 August 2026
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Price distribution over 18 days • 2 price levels

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14 days 4 days · current 0 4 7 11 14 £67 £69 Days at Price

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Most common price: £67 (14 days, 77.8%)

Price range: £67 - £69

Price levels: 2 different prices over 18 days

Description

Explore the inner workings of the financial ecosystem with Trades, Quotes and Prices: Financial Markets Under the Microscope. Published by Cambridge University Press, this text examines how high-quality, high-frequency data has changed the study of financial markets. By looking beyond asset prices to the actions and interactions of market participants, the authors provide a detailed view of modern trading environments. This book covers a wide range of models, moving from the micro-scale mechanics of individual order arrivals to macro-scale issues regarding market stability. Using data as the primary foundation for all discussions, it offers an original look at the empirical facts that define today's financial landscape. It is an essential resource for those studying econometrics and the mechanics of market behavior.

Key Features

This book from Cambridge University Press uses high-frequency data to analyze the modern financial ecosystem.

The text examines market participant actions and interactions rather than just focusing on asset prices.

Authors introduce various models ranging from micro-scale order arrivals to macro-scale market stability issues.

All discussions in this work are built upon empirical facts and the use of high-quality data.

Product Specifications

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

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No barcode data available

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