Please use this identifier to cite or link to this item:
http://localhost/handle/Hannan/3303
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Lehalle, Charles-Albert, ; editor ; | en_US |
| dc.contributor.author | Laruelle, Sophie, ; editor ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:35Z | - |
| dc.date.available | 2020-05-17T08:59:35Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9789813231122 ; hardcover ; | en_US |
| dc.identifier.isbn | 9813231122 ; hardcover ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3303 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | editors, Charles-Albert Lehalle (Capital Fund Management, France), Sophie Laruelle (Universite Paris-Est Creteil, France) | en_US |
| dc.description.tableofcontents | Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and systemic risk -- The flash crash -- The signature plot -- The epps effect -- Optimal organization for optimal trading -- Market impact at different time scales -- Optimal trading quantitative approaches : optimal trade scheduling and optimal order routing -- Orderbook dynamics ; | en_US |
| dc.format.extent | xxvi, 339 pages : ; illustrations ; ; 24 cm ; | en_US |
| dc.format.extent | Revised edition of Market microstructure in practice, [2014] ; | en_US |
| dc.format.extent | Includes bibliographical references (pages 331-336) and index ; | en_US |
| dc.publisher | World Scientific Publishing Co. Pte Ltd., | en_US |
| dc.relation.haspart | 9789813231122.pdf | en_US |
| dc.subject | Capital market ; | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Stock exchanges ; | en_US |
| dc.subject.ddc | 332/.0415 ; 23 ; | en_US |
| dc.subject.lcc | HG4523 ; .M2678 2018 ; | en_US |
| dc.title | Market microstructure in practice / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Singapore ; | en_US |
| dc.publisher.place | Hackensack, NJ : | en_US |
| dc.date.edition | Second edition ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9789813231122.pdf | 13.39 MB | Adobe PDF |  Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Lehalle, Charles-Albert, ; editor ; | en_US |
| dc.contributor.author | Laruelle, Sophie, ; editor ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:35Z | - |
| dc.date.available | 2020-05-17T08:59:35Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9789813231122 ; hardcover ; | en_US |
| dc.identifier.isbn | 9813231122 ; hardcover ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3303 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | editors, Charles-Albert Lehalle (Capital Fund Management, France), Sophie Laruelle (Universite Paris-Est Creteil, France) | en_US |
| dc.description.tableofcontents | Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and systemic risk -- The flash crash -- The signature plot -- The epps effect -- Optimal organization for optimal trading -- Market impact at different time scales -- Optimal trading quantitative approaches : optimal trade scheduling and optimal order routing -- Orderbook dynamics ; | en_US |
| dc.format.extent | xxvi, 339 pages : ; illustrations ; ; 24 cm ; | en_US |
| dc.format.extent | Revised edition of Market microstructure in practice, [2014] ; | en_US |
| dc.format.extent | Includes bibliographical references (pages 331-336) and index ; | en_US |
| dc.publisher | World Scientific Publishing Co. Pte Ltd., | en_US |
| dc.relation.haspart | 9789813231122.pdf | en_US |
| dc.subject | Capital market ; | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Stock exchanges ; | en_US |
| dc.subject.ddc | 332/.0415 ; 23 ; | en_US |
| dc.subject.lcc | HG4523 ; .M2678 2018 ; | en_US |
| dc.title | Market microstructure in practice / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Singapore ; | en_US |
| dc.publisher.place | Hackensack, NJ : | en_US |
| dc.date.edition | Second edition ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9789813231122.pdf | 13.39 MB | Adobe PDF | Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Lehalle, Charles-Albert, ; editor ; | en_US |
| dc.contributor.author | Laruelle, Sophie, ; editor ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:35Z | - |
| dc.date.available | 2020-05-17T08:59:35Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9789813231122 ; hardcover ; | en_US |
| dc.identifier.isbn | 9813231122 ; hardcover ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3303 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | editors, Charles-Albert Lehalle (Capital Fund Management, France), Sophie Laruelle (Universite Paris-Est Creteil, France) | en_US |
| dc.description.tableofcontents | Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and systemic risk -- The flash crash -- The signature plot -- The epps effect -- Optimal organization for optimal trading -- Market impact at different time scales -- Optimal trading quantitative approaches : optimal trade scheduling and optimal order routing -- Orderbook dynamics ; | en_US |
| dc.format.extent | xxvi, 339 pages : ; illustrations ; ; 24 cm ; | en_US |
| dc.format.extent | Revised edition of Market microstructure in practice, [2014] ; | en_US |
| dc.format.extent | Includes bibliographical references (pages 331-336) and index ; | en_US |
| dc.publisher | World Scientific Publishing Co. Pte Ltd., | en_US |
| dc.relation.haspart | 9789813231122.pdf | en_US |
| dc.subject | Capital market ; | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Stock exchanges ; | en_US |
| dc.subject.ddc | 332/.0415 ; 23 ; | en_US |
| dc.subject.lcc | HG4523 ; .M2678 2018 ; | en_US |
| dc.title | Market microstructure in practice / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Singapore ; | en_US |
| dc.publisher.place | Hackensack, NJ : | en_US |
| dc.date.edition | Second edition ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9789813231122.pdf | 13.39 MB | Adobe PDF | Preview File |