Market microstructure [electronic resource] : confronting many viewpoints / edited by Frederic Abergel ... [et al.].

Contributor(s): Abergel, Frederic | ProQuest (Firm)Material type: TextTextSeries: Wiley finance seriesPublication details: Chichester, West Sussex, U.K. : Wiley, 2012Description: xv, 238 p. : illISBN: 9781119952770 (electronic bk.)Subject(s): Securities | Securities -- Prices | Stock exchanges | MicrofinanceGenre/Form: Electronic books.DDC classification: 332.64/2 LOC classification: HG4521 | .M37 2012Online resources: Click to View
Contents:
pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.
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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.

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