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Market Microstructure In Practice (Second Edition)
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Authors: Charles-albert Lehalle
Categories: Business & Economics
Type: BOOK - Published: 2018-01-18 - Publisher: World Scientific

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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 in
Empirical Market Microstructure
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Authors: Joel Hasbrouck
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Type: BOOK - Published: 2007-01-04 - Publisher: Oxford University Press

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The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b
Trading and Exchanges
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Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock tr
Market Liquidity
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Authors: Thierry Foucault
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"The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical
Market Microstructure Theory
Language: en
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Authors: Maureen O'Hara
Categories: Business & Economics
Type: BOOK - Published: 1998-03-06 - Publisher: John Wiley & Sons

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Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important