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Trades, Quotes and Prices : Financial Markets under the Microscope by Jonathan Donier, Jean-Philippe Bouchaud, Julius Bonart and Martin Gould (2018, Hardcover)

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Price:

GBP 83.32

ApproximatelyAU $171.14

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Estimated delivery Wed, 20 Aug - Tue, 26 Aug

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The Title is Trades, Quotes and Prices : Financial Markets Under the Microscope. The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.