000			01774nam a22003737a 4500
001			20069271
003			OSt
005			20190320141539.0
008			190318b xxu||||| |||| 00| 0 eng d
010			_a 2017045429
020			_a9789813231122 (hbk.) : _c$78.00
040			_aDLC _beng _cDLC _erda _dDLC
042			_apcc
050	0	0	_aHG4523 _b.M2678 2018
082	0	0	_a332.0415 _223
245	0	0	_aMarket microstructure in practice / _cedited by Charles-Albert Lehalle, Sophie Laruelle .
250			_a2nd ed.
264		1	_aNew Jersey : _bWorld Scientific, _c[2018]
300			_axxvi, 339 p. : _billustrations ; _c24 cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
365			_aUSD _b$78.00 _c$ _d1 USD = 77.30 INR
500			_aRevised edition of Market microstructure in practice, [2014]
504			_aIncludes bibliographical references and index.
505	0		_aMarket 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.
650		0	_aCapital market.
650		0	_aFinance.
650		0	_aStock exchanges.
700	1		_aLehalle, Charles-Albert, _eeditor.
700	1		_aLaruelle, Sophie, _eeditor.
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cM
999			_c12493 _d12493