Market microstructure in practice:
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 201...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2014
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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. Using a quantitative viewpoint, this book will 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 through the book, allowing the reader to go further on his own |
| Beschreibung: | xxv, 305 p. ill. (some col.) |
| ISBN: | 9789814566179 |
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| id | DE-604.BV044640254 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:57:57Z |
| institution | BVB |
| isbn | 9789814566179 |
| language | English |
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| physical | xxv, 305 p. ill. (some col.) |
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| publishDate | 2014 |
| publishDateSearch | 2013 |
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| spelling | Market microstructure in practice editors, Charles-Albert Lehalle, Sophie Laruelle Singapore World Scientific Pub. Co. c2014 xxv, 305 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier 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. Using a quantitative viewpoint, this book will 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 through the book, allowing the reader to go further on his own Capital market Finance Stock exchanges Wertpapierhandel (DE-588)4189707-9 gnd rswk-swf Börsenkurs (DE-588)4375974-9 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Wertpapierhandel (DE-588)4189707-9 s Börsenkurs (DE-588)4375974-9 s 1\p DE-604 Lehalle, Charles-Albert Sonstige oth Laruelle, Sophie Sonstige oth Erscheint auch als Druck-Ausgabe 9789814566162 http://www.worldscientific.com/worldscibooks/10.1142/8967#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Market microstructure in practice Capital market Finance Stock exchanges Wertpapierhandel (DE-588)4189707-9 gnd Börsenkurs (DE-588)4375974-9 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4189707-9 (DE-588)4375974-9 (DE-588)4073788-3 |
| title | Market microstructure in practice |
| title_auth | Market microstructure in practice |
| title_exact_search | Market microstructure in practice |
| title_full | Market microstructure in practice editors, Charles-Albert Lehalle, Sophie Laruelle |
| title_fullStr | Market microstructure in practice editors, Charles-Albert Lehalle, Sophie Laruelle |
| title_full_unstemmed | Market microstructure in practice editors, Charles-Albert Lehalle, Sophie Laruelle |
| title_short | Market microstructure in practice |
| title_sort | market microstructure in practice |
| topic | Capital market Finance Stock exchanges Wertpapierhandel (DE-588)4189707-9 gnd Börsenkurs (DE-588)4375974-9 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Capital market Finance Stock exchanges Wertpapierhandel Börsenkurs Kreditmarkt |
| url | http://www.worldscientific.com/worldscibooks/10.1142/8967#t=toc |
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