Market Microstructure in Practice

Edited by Charles-Albert Lehalle and Sophie Laruelle

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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 analyzed in depth.

Keywords: Market Microstructure; Finance; Financial Markets; Market Liquidity; Financial Regulation; MiFID; Reg NMS; ESMA (search for similar items in EconPapers)
JEL-codes: G11 G14 (search for similar items in EconPapers)
Date: 2018
ISBN: 9789813231122
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https://www.worldscientific.com/worldscibooks/10.1142/10739 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 Monitoring the Fragmentation at Any Scale , pp 33-115

Charles-Albert Lehalle and Sophie Laruelle

Ch 2 Understanding the Stakes and the Roots of Fragmentation , pp 117-191

Charles-Albert Lehalle and Sophie Laruelle

Ch 3 Optimal Organizations for Optimal Trading , pp 193-246

Charles-Albert Lehalle and Sophie Laruelle

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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:10739

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