Market microstructure: confronting many viewpoints
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Bibliographic Details
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. Wiley 2012
Series:The Wiley finance series
Subjects:
Online Access:FRO01
UBG01
UBY01
Volltext
Buchcover
Item Description:Includes bibliographical references and index
The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, and other
Physical Description:1 Online-Ressource
ISBN:9781119952787
1119952786
9781119952770
1119952778
9781119952794
1119952794
9781118673553
1118673557
DOI:10.1002/9781118673553

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