Market Microstructure in Emerging and Developed Markets: Price Discovery, Information Flows, and Transaction Costs

Prijs: € 110,15
Verwachte levertijd: 3 werkdagen

Omschrijving

A comprehensive guide to the dynamic area of finance known as market microstructure Interest in market microstructure has grown dramatically in recent years due largely in part to the rapid transform...
Lees meer

Gerelateerde artikelen

Uitgebreide omschrijving

A comprehensive guide to the dynamic area of finance known as market microstructure

Interest in market microstructure has grown dramatically in recent years due largely in part to the rapid transformation of the financial market environment by technology, regulation, and globalization. Looking at market transactions at the most granular level and taking into account market structure, price discovery, information flows, transaction costs, and the trading process market microstructure also forms the basis of high-frequency trading strategies that can help professional investors generate profits and/or execute optimal transactions.

Part of the Robert W. Kolb Series in Finance, Market Microstructure skillfully puts this discipline in perspective and examines how the working processes of markets impact transaction costs, prices, quotes, volume, and trading behavior. Along the way, it offers valuable insights on how specific features of the trading process like the existence of intermediaries or the environment in which trading takes place affect the price formation process.

Uitgever John Wiley & Sons Ltd
Druk 0
ISBN/EAN 9781118278444
Auteur Kiymaz, Halil Baker, Kent H.
Vakken handel en administratie

Anderen bestelden ook: