Market microstructure confronting many viewpoints / [electronic resource] :
edited by Frederic Abergel ... [et al.].
- Chichester, West Sussex, U.K. : Wiley, 2012.
- xv, 238 p. : ill.
- Wiley finance .
- Wiley finance series. .
Includes bibliographical references and index.
pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
9781119952770 (electronic bk.)
Securities.
Securities--Prices.
Stock exchanges.
Microfinance.
Electronic books.
HG4521 / .M37 2012
332.64/2