Charles Albert Lehalle: 2 books
by Charles-Albert Lehalle, Sophie Laruelle
Language: English
Release Date: November 5, 2013
Language: English
Release Date: November 5, 2013
Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the “Flash Crash” of 2010 are...
by Charles-Albert Lehalle, Sophie Laruelle
Language: English
Release Date: January 18, 2018
Language: English
Release Date: January 18, 2018
This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the"Flash Crash" of 2010 are also...