Market microstructure in emerging and developed markets /

A comprehensive guide to the dynamic area of finance known as market microstructure Interest in market microstructure has grown dramatically in recent years due largely in part to the rapid transformation of the financial market environment by technology, regulation, and globalization. Looking at ma...

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Bibliographic Details
Group Author: Baker, H. Kent Harold Kent, 1944; Kiymaz, Halil, 1964
Published: John Wiley & Sons, Inc.,
Publisher Address: Hoboken, New Jersey :
Publication Dates: [2013]
Literature type: eBook
Language: English
Series: The Robert W. Kolb series in finance
Subjects:
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781118681145
Summary: A comprehensive guide to the dynamic area of finance known as market microstructure Interest in market microstructure has grown dramatically in recent years due largely in part to the rapid transformation of the financial market environment by technology, regulation, and globalization. Looking at market transactions at the most granular level-and taking into account market structure, price discovery, information flows, transaction costs, and the trading process-market microstructure also forms the basis of high-frequency trading strategies that can help professional investors generate profit
Carrier Form: 1 online resource.
Bibliography: Includes bibliographical references and index.
ISBN: 9781118421482 (epub)
1118421485 (epub)
9781118419656 (pdf)
1118419650 (pdf)
9781118479452 ( mobipocket)
1118479459 ( mobipocket)
9781118681145 (electronic bk.)
1118681142 (electronic bk.)
Index Number: HG4523
CLC: F830.9
Contents: Pt. I. Introduction to market microstructure -- pt. II. Market architecture and design -- pt. III. Price formation and price discovery -- pt. IV. Transaction costs, timing costs, and information disclosure -- pt. V. Microstructure issues in emerging markets.