Search Results for Microstructure.

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Laruelle, Sophie.

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Market microstructure in practice / Laruelle, Sophie.

Baker, H. Kent (Harold Kent), 1944-

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Market microstructure in emerging and developed markets price discovery, information flows, and

Nikolsko-Rzhevska, Olena, author.

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This dissertation comprises three essays on the microstructure of financial markets. The first

Hautsch, Nikolaus.

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1 Introduction -- 2 Microstructure Foundations -- 3 Empirical Properties of High-Frequency Data

SanPietro, Frank J., author.

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Essay 1 considers the phenomenon of gentrification from a market microstructure perspective

Sornette, Didier.

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and econometric modeling.- Modeling of russian equity market microstructure (MICEX: HYDR case

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