Trades, Quotes and Prices : Financial Markets Under the Microscope

For decades, discussions of financial markets have primarily centred on prices. In this book for practitioners, researchers and advanced students, the authors present an alternative approach - the microstructure approach - by considering the micro-scale actions of individual traders, and addressing many long-standing questions regarding market fairness, stability, and optimal trading.

• | : Jean-Philippe Bouchaud, Julius Bonart (University College London), Jonathan Donier, Martin Gould
• | Publisher: Cambridge University Press
• | Publication Date: Mar 22, 2018
• | Country of Publication: United Kingdom
• | Number of Pages: 460 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 110715605X
• | ISBN-13: 9781107156050