High frequency trading and limit order book dynamics
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367738990
Date de publication :
18 déc. 2020
Dimensions :
24,6 x 17,4 cm
Poids :
580 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book presents 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. It was originally published as a special issue of European Journal of Finance.