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