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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: | Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin |
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Lenguaje: | eng |
Publicado: |
Cambridge University Press
2018
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1017/9781316659335 http://cds.cern.ch/record/2310384 |
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