Books on the topic 'Market microstructure'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 books for your research on the topic 'Market microstructure.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse books on a wide variety of disciplines and organise your bibliography correctly.
Abergel, Frédéric, Jean-Philippe Bouchaud, Thierry Foucault, Charles-Albert Lehalle, and Mathieu Rosenbaum, eds. Market Microstructure. Oxford, UK: John Wiley & Sons Ltd, 2012. http://dx.doi.org/10.1002/9781118673553.
Full textZovko, Ilija I. Topics in market microstructure. Amsterdam: Amsterdam University Press, 2008.
Find full textEven, Yaarit. Essays on Market Microstructure. [New York, N.Y.?]: [publisher not identified], 2021.
Find full textBaker, H. Kent, and Halil Kiymaz, eds. Market Microstructure in Emerging and Developed Markets. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118681145.
Full textIsmiyanti, Fitri. Evidence on market microstructure in Indonesian markets. [Surabaya]: Universitas Airlangga, 2009.
Find full textDufrénot, Gilles, Fredj Jawadi, and Waël Louhichi, eds. Market Microstructure and Nonlinear Dynamics. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05212-0.
Full textAbergel, Frédéric. Market microstructure: Confronting many viewpoints. Hoboken, N.J: Wiley, 2012.
Find full textS, Abbey J. L., and United States. Agency for International Development., eds. Microstructure of Ghana's foreign exchange market. [Washington, D.C.?]: USAID, 2008.
Find full textÇetin, Umut, and Albina Danilova. Dynamic Markov Bridges and Market Microstructure. New York, NY: Springer New York, 2018. http://dx.doi.org/10.1007/978-1-4939-8835-8.
Full textBera, Anil K., Sergey Ivliev, and Fabrizio Lillo, eds. Financial Econometrics and Empirical Market Microstructure. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-09946-0.
Full textS, Abbey J. L., and United States. Agency for International Development., eds. Microstructure of Ghana's foreign exchange market. [Washington, D.C.?]: USAID, 2008.
Find full textS, Abbey J. L., and United States. Agency for International Development., eds. Microstructure of Ghana's foreign exchange market. [Washington, D.C.?]: USAID, 2008.
Find full textSarkar, Asani. On the robustness of market microstructure models. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1992.
Find full textDominguez, Kathryn M. The market microstructure of central bank intervention. Cambridge, MA: National Bureau of Economic Research, 1999.
Find full textMatos, João Amaro de. Market microstructure models and the Markov property. San Domenico (FI) Italy: European University Institute, 2000.
Find full textCheung, Yin-Wong. Traders, market microstructure, and exchange rate dynamics. Cambridge, MA: National Bureau of Economic Research, 1999.
Find full textMizrach, Bruce. The microstructure of the u.s. treasury market. St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2007.
Find full textProudman, James. The microstructure of the UK gilt market. London: Bank of England, 1995.
Find full textMatos, João Amaro de. Market microstructure models and the Markov property. Badia Fiesolana, San Domenico: European University Institute, 2000.
Find full textRomeu, Rafael. A puzzle of microstructure market maker models. [Washington, D.C.]: International Monetary Fund, 2004.
Find full textFrancois-Serge, Lhabitant, and Gregoriou Greg N. 1956-, eds. Stock market liquidity: Implications for market microstructure and asset pricing. Hoboken, NJ: J. Wiley & Sons, 2007.
Find full textGwilym, Owain ap. High-frequency financial market data: Sources, applications and market microstructure. London: Risk Books, 1999.
Find full textBossaerts, Peter. "Market microstructure effects of government intervention in the foreign exchange market". Fontainbleau: INSEAD, 1986.
Find full textAllen, Franklin. Stock price manipulation, market microstructure and asymmetric information. Cambridge, MA: National Bureau of Economic Research, 1991.
Find full textJustus, Agoti, ed. Microstructure elements of the bonds market in Kenya. Nairobi, Kenya: Kenya Institute for Public Policy Research and Analysis, 2007.
Find full textNgugi, Rose. Microstructure elements of the bonds market in Kenya. Nairobi, Kenya: Kenya Institute for Public Policy Research and Analysis, 2007.
Find full textNgugi, Rose. Microstructure elements of the bonds market in Kenya. Nairobi, Kenya: Kenya Institute for Public Policy Research and Analysis, 2007.
Find full textPierre, Lequeux, ed. Financial markets tick by tick: Insights in financial markets microstructure. Chichester, West Sussex, England: Wiley, 1999.
Find full textThierry, Foucault, and Hillion Pierre, eds. Microstructure des marchés financiers: Institutions, modèles et tests empiriques. Paris: Presses universitiares de France, 1997.
Find full textAït-Sahalia, Yacine. High frequency market microstructure noise estimates and liquidity measures. Cambridge, MA: National Bureau of Economic Research, 2008.
Find full textBurnside, Craig. Understanding the forward premium puzzle: A microstructure approach. Cambridge, MA: National Bureau of Economic Research, 2007.
Find full textBurnside, Craig. Understanding the forward premium puzzle: A microstructure approach. Cambridge, Mass: National Bureau of Economic Research, 2007.
Find full textDermott, Darren Mc. A market microstructure comparison of the Irish and UK interest rate swap markets. Dublin: University College Dublin, 1997.
Find full textLinnainmaa, Juhani. Essays on the interface of market microstructure and behavioral finance. [Helsinki?]: Helsinki School of Economics, 2003.
Find full textBouchaud, Jean-Philippe, Thierry Foucault, Frederic Abergel, Charles-Albert Lehalle, and Mathieu Rosenbaum. Market Microstructure. Wiley & Sons, Incorporated, John, 2012.
Find full textMarket microstructure theory. Cambridge, Mass: Blackwell Publishers, 1995.
Find full textMarket Microstructure Theory. Blackwell Publishing Limited, 1998.
Find full textZovko, Ilija I. Topics in Market Microstructure. Amsterdam University Press, 2008.
Find full textLehalle, Charles-Albert, and Sophie Laruelle. Market Microstructure in Practice. WORLD SCIENTIFIC, 2017. http://dx.doi.org/10.1142/10739.
Full textLehalle, Charles-Albert, and Sophie Laruelle. Market Microstructure in Practice. WORLD SCIENTIFIC, 2013. http://dx.doi.org/10.1142/8967.
Full textMarket Microstructure in Practice. World Scientific Publishing Co Pte Ltd, 2013.
Find full textMarket Microstructure in Practice. World Scientific Publishing Co Pte Ltd, 2013.
Find full textMarket Microstructure in Practice. World Scientific Publishing Co Pte Ltd, 2013.
Find full textSarkissian, Jack. Quantum Markets: Physical Theory of Market Microstructure. Advanced Scientific Publishing, 2020.
Find full textFilbeck, Greg, H. Kent Baker, and Halil Kiymaz. Market Microstructure in Emerging and Developed Markets. Wiley & Sons, Incorporated, John, 2013.
Find full textBaker, H. Kent, and Halil Kiymaz. Market Microstructure in Emerging and Developed Markets. Wiley & Sons, Incorporated, John, 2013.
Find full textSarkissian, Jack. Quantum Markets: Physical Theory of Market Microstructure. Advanced Scientific Publishing, 2021.
Find full textBouchaud, Jean-Philippe, Thierry Foucault, Charles-Albert Lehalle, Mathieu Rosenbaum, and édéric Abergel. Market Microstructure: Confronting Many Viewpoints. Wiley & Sons, Incorporated, John, 2012.
Find full textBouchaud, Jean-Philippe, Thierry Foucault, Fédéric Abergel, Charles-Albert Lehalle, and Mathieu Rosenbaum. Market Microstructure: Confronting Many Viewpoints. Wiley & Sons, Limited, John, 2013.
Find full textBouchaud, Jean-Philippe, Thierry Foucault, Charles-Albert Lehalle, Mathieu Rosenbaum, and édéric Abergel. Market Microstructure: Confronting Many Viewpoints. Wiley & Sons, Incorporated, John, 2012.
Find full text