Market microstructure confronting many viewpoints - Abergel, Frederic; ProQuest (Firm) (Chichester, West Sussex, U.K. : Wiley, 2012)
pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Keywords: Securities; Securities -- Prices; Stock exchanges; Microfinance; Electronic books