Click Here to Download: https://ouo.io/0xw6hk Market Microstructure: Confronting Many Viewpoints By: Frdric Abergel, Jean-Philippe Bouchaud, Thierry Foucault, Charles-Albert Lehalle, Mathieu Rosenbaum Publisher: John Wiley & Sons P&T Print ISBN: 9781119952411, 1119952417 eText ISBN: 9781118374368, 1118374363 Format: PDF Available from $ 63.19 USD SKU 9781118374368R90 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, and other issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.
