Market microstructure confronting many viewpoints /
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| Corporate Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, U.K. :
Wiley,
2012.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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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.