Introduction: Trading and Market Micro-Structure

  1. Frédéric Abergel,
  2. Jean-Philippe Bouchaud,
  3. Thierry Foucault,
  4. Charles-Albert Lehalle and
  5. Mathieu Rosenbaum
  1. Charles-Albert Lehalle

Published Online: 15 APR 2013

DOI: 10.1002/9781118673553.ch7

Market Microstructure: Confronting Many Viewpoints

Market Microstructure: Confronting Many Viewpoints

How to Cite

Lehalle, C.-A. (2012) Introduction: Trading and Market Micro-Structure, in Market Microstructure: Confronting Many Viewpoints (eds F. Abergel, J.-P. Bouchaud, T. Foucault, C.-A. Lehalle and M. Rosenbaum), John Wiley & Sons Ltd, Oxford, UK. doi: 10.1002/9781118673553.ch7

Publication History

  1. Published Online: 15 APR 2013
  2. Published Print: 7 MAY 2012

ISBN Information

Print ISBN: 9781119952411

Online ISBN: 9781118673553

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Keywords:

  • computer-driven trading;
  • algorithmic trading;
  • financial crisis;
  • trading curves;
  • statistical methods