Cargando…
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 describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financia...
| Autores principales: | , , , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2018
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1017/9781316659335 http://cds.cern.ch/record/2310384 |