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Market Microstructure in Practice. 実務における市場のミクロ構造
・ISBN 978-981-4566-16-2 2014 hard US$ 120.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-4566-17-9
| 著者・編者 | Lehalle, Charles-Albert / Laruelle, S. (eds.), |
|---|---|
| 出版社 | (World Scientific, SI) |
| ページ数 | 270 pp. |
| 言語 | ENG |
| ニュース番号 | ＜615-330＞ |
解説
New Edition: Market Microstructure in Practice (2nd Edition)Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the "Flash Crash" of 2010 are also analyzed in depth. Edited by Charles-Albert Lehalle and Sophie Laruelle, and with contributions from Romain Burgot, Stephanie Pelin and Matthieu Lasnier, this book uses a quantitative viewpoint to help students, academics, regulators, policy makers, and practitioners understand how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used throughout the book, allowing the reader to go further on his own.