Market microstructure and nonlinear dynamics: keeping financial crisis in context

Gilles Dufrénot (), Fredj Jawadi and Waël Louhichi
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Waël Louhichi: ESSCA Research Lab - ESSCA - ESSCA – École supérieure des sciences commerciales d'Angers = ESSCA Business School

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Abstract: 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.

Keywords: Economie; quantitative (search for similar items in EconPapers)
Date: 2014
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Published in Gilles Dufrénot; Fredj Jawadi; Waël Louhichi. Springer International Publishing, pp.315, 2014, 978-3-319-05211-3. ⟨10.1007/978-3-319-05212-0⟩

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Working Paper: Market microstructure and nonlinear dynamics: keeping financial crisis in context (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01474273

DOI: 10.1007/978-3-319-05212-0

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