High-frequency trading new realities for traders, markets and regulators (Incisive Media, 2013)
"Risk books"--Cover
Includes bibliographical references and index
The volume clock : insights into the high-frequency paradigm / David Easley, Marcos López de Prado, Maureen O'Hara -- Execution strategies in equity markets / Michael G. Sotiropoulos -- Execution strategies in fixed income markets / Robert Almgren -- High-frequency trading in FX markets / Anton Golub, Alexandre Dupuis, Richard B. Olsen -- Machine learning for market microstructure and high-frequency trading / Michael Kearns and Yuriy Nevmyvaka -- A "big data" study of microstructural volatility in futures markets / Kesheng Wu ... [et al.] -- Liquidity and toxicity contagion / David Easley, Marcos López de Prado,Maureen O'Hara -- Do algorithmic executions leak information? / George Sofianos, JuanJuan Xiang -- Implementation shortfall with transitory price effects / Terrence Hershott, Charles M. Jones, Albert J. Menkveld -- The regulatory challenge of high-frequency markets / Oliver Linton, Maureen O'Hara, J.P. Zigrand