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:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New Jersey :
World Scientific,
[2013]
|
| Schlagworte: | |
| Online-Zugang: | 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: | 1 online resource |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9789814566179 9814566179 |
Internformat
MARC
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| 245 | 1 | 0 | |a Market microstructure in practice / |c Charles-Albert Lehalle (Capital Fund Management, France) & Sophie Laruelle (Universite Paris-Est Creteil, France). |
| 264 | 1 | |a New Jersey : |b World Scientific, |c [2013] | |
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| 505 | 0 | |a Introduction -- 1. Monitoring the fragmentation at any scale. 1.1. Fluctuations of market shares: a first graph on liquidity. 1.2. Smart order routing (SOR), a structural component of European price formation process. 1.3. still looking for the optimal tick size. 1.4. Can we see in the dark? -- 2. Understanding the stakes and the roots of fragmentation. 2.1. From intraday market share to volume curves: some stationarity issues. 2.2. Does more liquidity guarantee a better market share? A little story about the European bid-ask spread. 2.3. The agenda of high frequency traders: how do they extend their universe? 2.4. The link between fragmentation and systemic risk -- 3. Optimal organisations for optimal trading. 3.1. Organising a trading structure to answer to a fragmented landscape. 3.2. Market impact measurements: understanding the price formation process from the viewpoint of one investor. 3.3. Optimal trading methods. | |
| 520 | |a 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. | ||
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| 650 | 0 | |a Finance. |0 http://id.loc.gov/authorities/subjects/sh85048256 | |
| 650 | 0 | |a Stock exchanges. |0 http://id.loc.gov/authorities/subjects/sh85128191 | |
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| contents | Introduction -- 1. Monitoring the fragmentation at any scale. 1.1. Fluctuations of market shares: a first graph on liquidity. 1.2. Smart order routing (SOR), a structural component of European price formation process. 1.3. still looking for the optimal tick size. 1.4. Can we see in the dark? -- 2. Understanding the stakes and the roots of fragmentation. 2.1. From intraday market share to volume curves: some stationarity issues. 2.2. Does more liquidity guarantee a better market share? A little story about the European bid-ask spread. 2.3. The agenda of high frequency traders: how do they extend their universe? 2.4. The link between fragmentation and systemic risk -- 3. Optimal organisations for optimal trading. 3.1. Organising a trading structure to answer to a fragmented landscape. 3.2. Market impact measurements: understanding the price formation process from the viewpoint of one investor. 3.3. Optimal trading methods. |
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| discipline | Wirtschaftswissenschaften |
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| spelling | Lehalle, Charles-Albert. Market microstructure in practice / Charles-Albert Lehalle (Capital Fund Management, France) & Sophie Laruelle (Universite Paris-Est Creteil, France). New Jersey : World Scientific, [2013] 1 online resource text txt rdacontent computer c rdamedia online resource cr rdacarrier Includes bibliographical references and index. Print version record. Introduction -- 1. Monitoring the fragmentation at any scale. 1.1. Fluctuations of market shares: a first graph on liquidity. 1.2. Smart order routing (SOR), a structural component of European price formation process. 1.3. still looking for the optimal tick size. 1.4. Can we see in the dark? -- 2. Understanding the stakes and the roots of fragmentation. 2.1. From intraday market share to volume curves: some stationarity issues. 2.2. Does more liquidity guarantee a better market share? A little story about the European bid-ask spread. 2.3. The agenda of high frequency traders: how do they extend their universe? 2.4. The link between fragmentation and systemic risk -- 3. Optimal organisations for optimal trading. 3.1. Organising a trading structure to answer to a fragmented landscape. 3.2. Market impact measurements: understanding the price formation process from the viewpoint of one investor. 3.3. Optimal trading methods. 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. http://id.loc.gov/authorities/subjects/sh85019945 Finance. http://id.loc.gov/authorities/subjects/sh85048256 Stock exchanges. http://id.loc.gov/authorities/subjects/sh85128191 Marché financier. Finances. Bourse. finance. aat exchange (method of acquisition) aat stock exchanges. aat BUSINESS & ECONOMICS Finance. bisacsh Capital market fast Finance fast Stock exchanges fast Laruelle, Sophie. has work: Market microstructure in practice (Text) https://id.oclc.org/worldcat/entity/E39PCGgM4xGJJJBmMTYQTv46rq https://id.oclc.org/worldcat/ontology/hasWork Print version: Lehalle, Charles-Albert. Market microstructure in practice 9789814566162 (DLC) 2013031361 (OCoLC)855909935 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=670629 Volltext |
| spellingShingle | Lehalle, Charles-Albert Market microstructure in practice / Introduction -- 1. Monitoring the fragmentation at any scale. 1.1. Fluctuations of market shares: a first graph on liquidity. 1.2. Smart order routing (SOR), a structural component of European price formation process. 1.3. still looking for the optimal tick size. 1.4. Can we see in the dark? -- 2. Understanding the stakes and the roots of fragmentation. 2.1. From intraday market share to volume curves: some stationarity issues. 2.2. Does more liquidity guarantee a better market share? A little story about the European bid-ask spread. 2.3. The agenda of high frequency traders: how do they extend their universe? 2.4. The link between fragmentation and systemic risk -- 3. Optimal organisations for optimal trading. 3.1. Organising a trading structure to answer to a fragmented landscape. 3.2. Market impact measurements: understanding the price formation process from the viewpoint of one investor. 3.3. Optimal trading methods. Capital market. http://id.loc.gov/authorities/subjects/sh85019945 Finance. http://id.loc.gov/authorities/subjects/sh85048256 Stock exchanges. http://id.loc.gov/authorities/subjects/sh85128191 Marché financier. Finances. Bourse. finance. aat exchange (method of acquisition) aat stock exchanges. aat BUSINESS & ECONOMICS Finance. bisacsh Capital market fast Finance fast Stock exchanges fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85019945 http://id.loc.gov/authorities/subjects/sh85048256 http://id.loc.gov/authorities/subjects/sh85128191 |
| title | Market microstructure in practice / |
| title_auth | Market microstructure in practice / |
| title_exact_search | Market microstructure in practice / |
| title_full | Market microstructure in practice / Charles-Albert Lehalle (Capital Fund Management, France) & Sophie Laruelle (Universite Paris-Est Creteil, France). |
| title_fullStr | Market microstructure in practice / Charles-Albert Lehalle (Capital Fund Management, France) & Sophie Laruelle (Universite Paris-Est Creteil, France). |
| title_full_unstemmed | Market microstructure in practice / Charles-Albert Lehalle (Capital Fund Management, France) & Sophie Laruelle (Universite Paris-Est Creteil, France). |
| title_short | Market microstructure in practice / |
| title_sort | market microstructure in practice |
| topic | Capital market. http://id.loc.gov/authorities/subjects/sh85019945 Finance. http://id.loc.gov/authorities/subjects/sh85048256 Stock exchanges. http://id.loc.gov/authorities/subjects/sh85128191 Marché financier. Finances. Bourse. finance. aat exchange (method of acquisition) aat stock exchanges. aat BUSINESS & ECONOMICS Finance. bisacsh Capital market fast Finance fast Stock exchanges fast |
| topic_facet | Capital market. Finance. Stock exchanges. Marché financier. Finances. Bourse. finance. exchange (method of acquisition) stock exchanges. BUSINESS & ECONOMICS Finance. Capital market Finance Stock exchanges |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=670629 |
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