Download the fantastic book titled High Frequency Trading and Limit Order Book Dynamics written by Ingmar Nolte, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "High Frequency Trading and Limit Order Book Dynamics", which was released on 14 April 2016. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Business & Economics genre.
Summary of High Frequency Trading and Limit Order Book Dynamics by Ingmar Nolte PDF
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.
Detail About High Frequency Trading and Limit Order Book Dynamics PDF
- Author : Ingmar Nolte
- Publisher : Routledge
- Genre : Business & Economics
- Total Pages : 320 pages
- ISBN : 1317570766
- Release Date : 14 April 2016
- PDF File Size : 31,8 Mb
- Language : English
- Rating : 4/5 from 21 reviews
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