Market Microstructure and Nonlinear Dynamics Keeping Financial Crisis in Context |
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| Editor:
| Dufrénot, Gilles
Jawadi, Fredj
Louhichi, Waël
Dufrénot, Gilles
Louhichi, Waël |
| ISBN: | 978-3-319-05212-0 |
| Publication Date: | Jul 2014 |
| Publisher: | Springer
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| Book Format: | Ebook |
| List Price: | USD $179.00 |
Book Description:
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This book discussesnbsp;market microstructure environment within the context of the global financial crisis.nbsp;In the first part,nbsp;the market microstructure theory is recallednbsp;andnbsp;the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models...
More DescriptionThis book discussesnbsp;market microstructure environment within the context of the global financial crisis.nbsp;In the first part,nbsp;the market microstructure theory is recallednbsp;andnbsp;the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, thenbsp;new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read fornbsp;academic researchers, students andnbsp;quantitative practitioners.