Comment :

ISBN 13 : 978-019-754206-4

Contents :
Preface
Introduction

Part One: Institutions
1. Trading Mechanics and Market Structure
2. Measuring Liquidity
3. Order Flow, Liquidity, and Security Price Dynamics
4. Trade Size and Market Depth
5. Estimating the Determinants of Market Illiquidity

Part Two: Market Design and Regulation
6. Limit Order Book Markets
7. Market Fragmentation
8. Market Transparency
9. Algorithmic and High Frequency Trading

Part Three: Implications for Asset Prices, Financial Instability, and Corporate Policies
10. Liquidity and Asset Prices
11. Financial Stability and Market Liquidity
12. Liquidity, Price Discovery, and Corporate Policies
References
Index

Language : English

Print : 2nd

Place of publishing : OXFORD

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque