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Trades, Quotes and Prices
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Trades, Quotes and Prices : Financial Markets Under the Microscope

Book Details

Format Hardback or Cased Book
ISBN-10 110715605X
ISBN-13 9781107156050
Publisher Cambridge University Press
Imprint Cambridge University Press
Country of Manufacture US
Country of Publication GB
Publication Date Mar 22nd, 2018
Print length 460 Pages
Weight 954 grams
Dimensions 18.00 x 25.30 x 2.70 cms
Ksh 13,500.00
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For decades, discussions of financial markets have primarily centred on prices. In this book for practitioners, researchers and advanced students, the authors present an alternative approach - the microstructure approach - by considering the micro-scale actions of individual traders, and addressing many long-standing questions regarding market fairness, stability, and optimal trading.

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