Can I read Market Microstructure In Practice on EtoBox?

Market Microstructure In Practice by Charles-Albert Lehalle; Sophie Laruelle is a nonfiction available to read on EtoBox.

What is Market Microstructure In Practice about?

"This book exposes and 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. Using a quantitative viewpoint, this book explains 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 through the book, allowing the reader to go further independently. This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation). As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For

Who reads Market Microstructure In Practice?

Author

Charles-Albert Lehalle; Sophie Laruelle

Publisher

World Scientific Publishing Co. Pte. Ltd

Published

2018

Language

EN

ISBN

9789813231139

Category

nonfiction

Subjects

Business, Finance, Economics