Market microstructure confronting many viewpoints / [electronic resource] : edited by Frédéric Abergel ... [et al.]. - Chichester, West Sussex, U.K. : Wiley, 2012. - xv, 238 p. : ill. - Wiley finance . - Wiley finance series. .

Includes bibliographical references and index.

pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2015.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Securities.
Securities--Prices.
Stock exchanges.
Microfinance.


Electronic books.

HG4521 / .M37 2012eb

332.64/2