03026nam 2200829 a 450 991014125670332120200520144314.09786613656032978111867355311186735579781280679100128067910797811199527701119952778(CKB)2670000000177320(EBL)818553(SSID)ssj0000663395(PQKBManifestationID)11395664(PQKBTitleCode)TC0000663395(PQKBWorkID)10603255(PQKB)11487183(PQKBManifestationID)16033559(PQKB)22857651(DLC) 2012005471(Au-PeEL)EBL818553(CaPaEBR)ebr10580250(CaONFJC)MIL365603(OCoLC)775591942(CaSebORM)9781119952787(MiAaPQ)EBC818553(PPN)185060579(OCoLC)840430480(OCoLC)ocn840430480 (Perlego)1011178(EXLCZ)99267000000017732020120206d2012 uy 0engur|n|---|||||txtccrMarket microstructure confronting many viewpoints /edited by Frédéric Abergel ... [et al.]1st editionChichester, West Sussex, U.K. Wiley20121 online resource (256 p.)Wiley financeDescription based upon print version of record.9781119952787 1119952786 9781119952411 1119952417 Includes bibliographical references and index.pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous ""stylized facts"" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets,Wiley finance series.SecuritiesSecuritiesPricesStock exchangesMicrofinanceSecurities.SecuritiesPrices.Stock exchanges.Microfinance.332.64/2Abergel Frédéric959391MiAaPQMiAaPQMiAaPQBOOK9910141256703321Market microstructure2173889UNINA