For decades, discussions of financial markets have primarily centred on prices. In this book for practitioners, researchers and advanced students, the authors present an alternative approach - the microstructure approach - by considering the micro-scale actions of individual traders, and addressing many long-standing questions regarding market fairness, stability, and optimal trading.
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‘Trades, Quotes and Prices - Bouchaud, Jean-Philippe, Bonart, Julius (University College London), Donier, Jonathan, Gould, Martin’.
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