Market microstructure in practice /

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Bibliographic Details
Group Author: Lehalle, Charles-Albert; Laruelle, Sophie
Published: World Scientific Publishing Co. Pte. Ltd.,
Publisher Address: Singapore :
Publication Dates: [2018]
Literature type: Book
Language: English
Edition: Second edition.
Subjects:
Item Description: Revised edition of Market microstructure in practice, [2014].
Carrier Form: xxvi, 339 pages : illustrations ; 24 cm
Bibliography: Includes bibliographical references (pages 331-336) and index.
ISBN: 9789813231122
9813231122
Index Number: HG4523
CLC: F830.9
Call Number: F830.9/M345-4/2nd ed.
Contents: Introduction -- Monitoring the fragmentation at any scale -- Understanding the stakes and the roots of fragmentation -- Optimal organizations for optimal trading -- Appendix A. Quantitative appendix -- Appendix B. Glossary.