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Market Microstructure in Practice
Charles-Albert Lehalle
[PDF.ow40] Market Microstructure in Practice
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| #529352 in eBooks | 2013-11-05 | 2013-11-05 | File type: PDF||5 of 7 people found the following review helpful.| Good and up-to-date reference on fragmentation and challenges for institutional investors|By M. Carreira|The good: Deals with reality of electronic and fragmented markets: Liquidity estimate from pre-trade transparency is not deterministic. A balanced look at fragmentation (Europe), a careful study of liquidity beyond bid-ask spreads, tick sizes and competition. ||"Lehalle and Laruelle bring [their] experience to bear on every aspect of the discussion, as well as deep quantitative understanding. The resulting book is a unique mixture of real market knowledge and theoretical explanation. There is nothing else out ther
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, Stéphanie Pelin and Matthieu ...
You can specify the type of files you want, for your gadget.Market Microstructure in Practice | Charles-Albert Lehalle. Which are the reasons I like to read books. Great story by a great author.
