Limit Order Book as a Market for Liquidity

Limit Order Book as a Market for Liquidity
Author :
Publisher :
Total Pages : 76
Release :
ISBN-10 : UVA:X006132549
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Limit Order Book as a Market for Liquidity by : Thierry Foucault

Download or read book Limit Order Book as a Market for Liquidity written by Thierry Foucault and published by . This book was released on 2001 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Limit Order Book as a Market for Liquidity Related Books

Limit Order Book as a Market for Liquidity
Language: en
Pages: 76
Authors: Thierry Foucault
Categories: Liquidity (Economics)
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

High Frequency Trading and Limit Order Book Dynamics
Language: en
Pages: 377
Authors: Ingmar Nolte
Categories: Business & Economics
Type: BOOK - Published: 2016-04-14 - Publisher: Routledge

DOWNLOAD EBOOK

This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address cri
Market Microstructure Theory
Language: en
Pages: 310
Authors: Maureen O'Hara
Categories: Business & Economics
Type: BOOK - Published: 1998-03-06 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important
Market Liquidity
Language: en
Pages: 531
Authors: Thierry Foucault
Categories: Capital market
Type: BOOK - Published: 2023 - Publisher: Oxford University Press

DOWNLOAD EBOOK

"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
Liquidity, Trading Rules, and Electronic Trading Systems
Language: en
Pages: 76
Authors: Lawrence E. Harris
Categories: Capital market
Type: BOOK - Published: 1991 - Publisher:

DOWNLOAD EBOOK