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010   $a9786613656032
010   $a9781118673553
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035   $a(CaPaEBR)ebr10580250
035   $a(CaONFJC)MIL365603
035   $a(OCoLC)775591942
035   $a(CaSebORM)9781119952787
035   $a(MiAaPQ)EBC818553
035   $a(PPN)185060579
035   $a(OCoLC)840430480
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035   $a(Perlego)1011178
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100   $a20120206d2012      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 00$aMarket microstructure $econfronting many viewpoints /$fedited by Fre?de?ric Abergel ... [et al.]
205   $a1st edition
210   $aChichester, West Sussex, U.K. $cWiley$d2012
215   $a1 online resource (256 p.)
225 1 $aWiley finance
300   $aDescription based upon print version of record.
311 08$a9781119952787 
311 08$a1119952786 
311 08$a9781119952411 
311 08$a1119952417 
320   $aIncludes bibliographical references and index.
327   $apt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.
330   $aThe latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous ""stylized facts"" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets,
410  0$aWiley finance series.
606   $aSecurities
606   $aSecurities$xPrices
606   $aStock exchanges
606   $aMicrofinance
615  0$aSecurities.
615  0$aSecurities$xPrices.
615  0$aStock exchanges.
615  0$aMicrofinance.
676   $a332.64/2
701   $aAbergel$b Fre?de?ric$0959391
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910141256703321
996   $aMarket microstructure$92173889
997   $aUNINA