Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis in Context

Business & Finance, Economics, Macroeconomics, Finance & Investing, Finance
Cover of the book Market Microstructure and Nonlinear Dynamics by , Springer International Publishing
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Author: ISBN: 9783319052120
Publisher: Springer International Publishing Publication: July 14, 2014
Imprint: Springer Language: English
Author:
ISBN: 9783319052120
Publisher: Springer International Publishing
Publication: July 14, 2014
Imprint: Springer
Language: English

This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and 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, the 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 for academic researchers, students and quantitative practitioners.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and 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, the 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 for academic researchers, students and quantitative practitioners.

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