Market microstructure : confronting many viewpoints / / edited by Frederic Abergel ... [et al.].
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Superior document: | Wiley finance |
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TeilnehmendeR: | |
Year of Publication: | 2012 |
Language: | English |
Series: | Wiley finance series.
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Online Access: | |
Physical Description: | xv, 238 p. :; ill. |
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Table of Contents:
- pt. 1. Economic microstructure theory
- pt. 2. High frequency data modeling
- pt. 3. Market impact
- pt. 4. Optimal trading.