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High Frequency Trading and Limit Order Book Dynamics (Hardcover) Loot Price: R4,385
Discovery Miles 43 850
High Frequency Trading and Limit Order Book Dynamics (Hardcover): Ingmar Nolte, Mark Salmon, Chris Adcock

High Frequency Trading and Limit Order Book Dynamics (Hardcover)

Ingmar Nolte, Mark Salmon, Chris Adcock

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Loot Price R4,385 Discovery Miles 43 850 | Repayment Terms: R411 pm x 12*

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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 distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.

General

Imprint: Routledge
Country of origin: United Kingdom
Release date: November 2014
First published: 2015
Editors: Ingmar Nolte • Mark Salmon • Chris Adcock
Dimensions: 246 x 174 x 23mm (L x W x T)
Format: Hardcover
Pages: 304
ISBN-13: 978-1-138-82938-1
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Economics > International economics > International trade > General
Books > Money & Finance > General
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LSN: 1-138-82938-2
Barcode: 9781138829381

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