Chris Adcock & Ingmar Nolte 
High Frequency Trading and Limit Order Book Dynamics [PDF ebook] 

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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 critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return dist...

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Bahasa Inggeris ● Format PDF ● Halaman-halaman 320 ● ISBN 9781317570776 ● Penyunting Chris Adcock & Ingmar Nolte ● Penerbit Taylor and Francis ● Diterbitkan 2016 ● Muat turun 3 kali ● Mata wang EUR ● ID 7126505 ● Salin perlindungan Adobe DRM
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