Market microstructure in practice / edited by Charles-Albert Lehalle, Sophie Laruelle .
Contributor(s): Lehalle, Charles-Albert [editor.] | Laruelle, Sophie [editor.].
Material type: BookPublisher: New Jersey : World Scientific, [2018]Edition: 2nd ed.Description: xxvi, 339 p. : illustrations ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9789813231122 (hbk.) :.Subject(s): Capital market | Finance | Stock exchangesDDC classification: 332.0415Item type | Current location | Call number | Copy number | Status | Date due |
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Monograph | Indian Institute of Management Udaipur A5/2 | 332.0415 (Browse shelf) | 1 | Available |
Revised edition of Market microstructure in practice, [2014]
Includes bibliographical references and index.
Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and systemic risk -- The flash crash -- The signature plot -- The epps effect -- Optimal organization for optimal trading -- Market impact at different time scales -- Optimal trading quantitative approaches : optimal trade scheduling and optimal order routing -- Orderbook dynamics.
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