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by
Laruelle, Sophie.
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Market microstructure in practice / Laruelle, Sophie.
by
Baker, H. Kent (Harold Kent), 1944-
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Market microstructure in emerging and developed markets price discovery, information flows, and
by
Nikolsko-Rzhevska, Olena, author.
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This dissertation comprises three essays on the microstructure of financial markets. The first
by
Hautsch, Nikolaus.
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1 Introduction -- 2 Microstructure Foundations -- 3 Empirical Properties of High-Frequency Data
by
SanPietro, Frank J., author.
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Essay 1 considers the phenomenon of gentrification from a market microstructure perspective
by
Sornette, Didier.
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Alıntı:
and econometric modeling.- Modeling of russian equity market microstructure (MICEX: HYDR case

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