High Frequency Trading and Limit Order Book Dynamics is popular PDF and ePub book, written by Ingmar Nolte in 2016-04-14, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, High Frequency Trading and Limit Order Book Dynamics can be Read Online from any device for your convenience.
High Frequency Trading and Limit Order Book Dynamics Book PDF Summary
This book brings together 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. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.
Detail Book of High Frequency Trading and Limit Order Book Dynamics PDF
- Author : Ingmar Nolte
- Release : 14 April 2016
- Publisher : Routledge
- ISBN : 9781317570769
- Genre : Business & Economics
- Total Page : 377 pages
- Language : English
- PDF File Size : 9,6 Mb
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