High Frequency Trading and Limit Order Book Dynamics

Book Overview

This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order...

• Format: Paperback
• Language: English
• ISBN: 0367738996
• ISBN13: 9780367738990
• Release Date: December 2020
• Publisher: Routledge
• Length: 304 Pages
• Weight: 1.19 lbs.
• Dimensions: 0.8" x 6.8" x 9.6"