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Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies
book

Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies

by Anatoly B. Schmidt
August 2011
Beginner
208 pages
5h 12m
English
Wiley
Content preview from Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies

References

Abrahams, J. 1986. “A survey of recent progress on level-crossing problems for random Processes.” In Communications and networks: A survey of recent advances, edited by I. F. Blake and H. V. Poor, 6–25. Berlin: Springer-Verlag.

Admati, A. R., and P. Pfleiderer. 1988. “A theory of intraday patterns: Volume and price variability.” Review of Financial Studies 1, 3–40.

Aite Group. 2008. U.S. electronic fixed income trading platforms: The world ain't standing still.

———. 2009a New world order: The high frequency trading community and its impact on market structure.

———. 2009b Dark pools 2009: Not so dark anymore…

———. 2009c European multilateral trading facilities: Post-MiFid exchange landscape.

———. 2010. High frequency in FX: Open for business.

Ait-Sahalia, Y., P. A. Mykland, and L. Zhang. 2005. Ultra high frequency volatility estimation with dependent microstructure noise. NBER Working Papers 11380.

Akerlof, G. A., and R. J. Shiller. 2010. Animal spirits: How human psychology drives the economy, and why it matters for global capitalism. Princeton, NJ: Princeton University Press.

Alexander, C. 1999. “Optimal hedging using cointegration.” Philosophical Transactions of the Royal Society A357, 2039–2058.

———. 2001. Market models: A guide to financial data analysis. New York: John Wiley & Sons.

Alexander, C., I. Giblin, and W. Weddington, III 2001. Cointegration and asset allocation: A new active hedge strategy. ISMA Discussion Papers in Finance.

Aldridge, I. 2009. High-frequency ...

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Publisher Resources

ISBN: 9780470924129Purchase book