Market Microstructure in Practice (Hardcover) (ISBN-13: 9789814566162)

New Edition: Market Microstructure in Practice (2nd Edition)Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the "Flash Crash" of 2010 are also analyzed in depth. Edited by Charles-Albert Lehalle and Sophie Laruelle, and with contributions from Romain Burgot, St phanie Pelin and Matthieu Lasnier, this book uses a quantitative viewpoint to help students, academics, regulators, policy makers, and practitioners understand how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used throughout the book, allowing the reader to go further on his own.

Author: Charles-Albert Lehalle
ISBN-10: 9814566160
ISBN-13: 9789814566162
Publisher: World Scientific Publishing Company
Language: English
Published: 12/24/2013
Pages: 332
Format: Hardcover
Weight: 1.35lbs
Size: 9.10h x 6.00w x 0.90d