Trades, Quotes and Prices

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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 financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introdu...
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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 financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introdu...
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  • Formats: epub
  • ISBN: 9781316998885
  • Publication Date: 22 Mar 2018
  • Publisher: Cambridge University Press
  • Product language: English
  • Drm Setting: DRM