Market Microstructure In Practice Hardback
Edited by Sophie (Univ Paris-est Creteil, France) Laruelle, Charles-albert (Abu Dhabi Investment Authority, Adia, United Arab Emirates & Imperial Colle Lehalle
Hardback
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Description
New Edition: Market Microstructure in Practice (2nd Edition)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, Stephanie Pelin and Matthieu Lasnier, this book uses a quantitative 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.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:332 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:24/12/2013
- Category:
- ISBN:9789814566162
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:332 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:24/12/2013
- Category:
- ISBN:9789814566162