Market microstructure in practice

editors: Charles-Albert Lehalle (Capital Fund Management, France), Sophie Laruelle (Université Paris-Est Créteil, France)

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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Year of publication:	[2018] ; Second edition
Other Persons:	Lehalle, Charles-Albert (ed.) ; Laruelle, Sophie (ed.)
Publisher:	Singapore : World Scientific
Subject:	Börsenhandel \| Stock exchange trading \| Anlageverhalten \| Behavioural finance \| Wertpapierhandel \| Securities trading \| Kapitalanlage \| Financial investment \| Elektronisches Handelssystem \| Electronic trading \| Mechanismus-Design-Theorie \| Mechanism design \| Kreditmarkt \| Börsenkurs
Description of contents:	Table of Contents [gbv.de]

Extent:	xxvi, 339 Seiten Illustrationen
Type of publication:	Book / Working Paper
Language:	English
Notes:	Revised edition of Market microstructure in practice, [2014] Includes bibliographical references and index 1711
ISBN:	978-981-323-112-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011747477