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Market Microstructure in Practice
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Publisher:World Scientific Publishing Company
Author: Lehalle, Charles-Albert; Laruelle, Sophie; Lehalle, Charles-Albert
Publication Date:2013-12-24
ISBN-10:9814566160
ISBN-13:9789814566162
Number of Pages:332 Pages
Book Type:hardcover
Weight:612 gram
Format of ebooks: PDF(Acrobat Reader) or Word version doc Document
Brief introduction of ebooks
Market Microstructure in Practice


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.
Abstract
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.

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