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Type: BOOK - Published: 2008 - Publisher: Cuvillier Verlag
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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
Language: en
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Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord
Language: en
Pages: 325
Pages: 325
Type: BOOK - Published: 2016-04-14 - Publisher: Routledge
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
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2009 - Publisher:
We propose a dynamic competitive equilibrium model of limit order trading, based on the premise that investors cannot monitor markets continuously. We study how
