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High Frequency Trading and Limit Order Book Dynamics 9780367738990 | Brand New

£41.99
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Located in: Farnborough, United Kingdom
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eBay item number:315698769243
Last updated on 12 Apr, 2025 22:34:57 BSTView all revisionsView all revisions

Item specifics

Condition
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
Imprint
Routledge
Series
N/A
Publication Country
GB
Country/Region of Manufacture
United Kingdom
Title
High Frequency Trading and Limit Order Book Dynamics
ISBN-10
0367738996
Edition
N/A
Pagination
304
Width
184mm
Height
246mm
Depth
20mm
Weight
574g
Brand
Taylor & Francis
Modified Item
No
Features
N/A
Topic
N/A
Era
N/A
Subjects
N/A
Country
N/A
Region
N/A
City
N/A
ISBN
9780367738990
Publication Year
2020
Type
Textbook
Format
Paperback
Language
English
Publication Name
High Frequency Trading and Limit Order Book Dynamics
Item Height
246 mm
Author
Ingmar Nolte, Mark Salmon, Chris Adcock
Publisher
Taylor & Francis LTD
Subject
Economics, Government, Finance, Business
Item Weight
599 g
Item Width
174 mm
Number of Pages
304 Pages

About this product

Product Information

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.

Product Identifiers

Publisher
Taylor & Francis LTD
ISBN-13
9780367738990
eBay Product ID (ePID)
2317569652

Product Key Features

Number of Pages
304 Pages
Publication Name
High Frequency Trading and Limit Order Book Dynamics
Language
English
Subject
Economics, Government, Finance, Business
Publication Year
2020
Type
Textbook
Author
Ingmar Nolte, Mark Salmon, Chris Adcock
Format
Paperback

Dimensions

Item Height
246 mm
Item Weight
599 g
Item Width
174 mm

Additional Product Features

Editor
Ingmar Nolte, Chris Adcock, Mark Salmon
Country/Region of Manufacture
United Kingdom

Item description from the seller

Seller business information

I certify that all my selling activities will comply with all EU laws and regulations.
VAT number: AU 300032812682, CA 716415153RT0001, CH CHE-164366562MWST, GB 108277024, IE IM3720012380, NZ 142898551
CRN: 00610095
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