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Princeton University Library Catalog
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High-frequency trading : new realities for traders, markets and regulators / edited by David Easley, Marcos López de Prado and Maureen O'Hara..
Format
Book
Language
English
Published/Created
London : Incisive Media, [2013]
©2013
Description
xx, 236 pages : illustrations ; 24 cm
Availability
Available Online
Online Content
(Access restricted to 1 concurrent user)
Copies in the Library
Location
Call Number
Status
Location Service
Notes
Engineering Library - Stacks
HG4521 .H533 2013
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Details
Subject(s)
Investments
[Browse]
Electronic trading of securities
[Browse]
Editor
Easley, David
[Browse]
López de Prado, Marcos Mailoc
[Browse]
O'Hara, Maureen
[Browse]
Notes
"Risk books"--Cover.
Bibliographic references
Includes bibliographical references and index.
Contents
The volume clock : insights into the high-frequency paradigm / David Easley, Marcos López de Prado, Maureen O'Hara
Execution strategies in equity markets / Michael G. Sotiropoulos
Execution strategies in fixed income markets / Robert Almgren
High-frequency trading in FX markets / Anton Golub, Alexandre Dupuis, Richard B. Olsen
Machine learning for market microstructure and high-frequency trading / Michael Kearns and Yuriy Nevmyvaka
A "big data" study of microstructural volatility in futures markets / Kesheng Wu ... [et al.]
Liquidity and toxicity contagion / David Easley, Marcos López de Prado,Maureen O'Hara
Do algorithmic executions leak information? / George Sofianos, JuanJuan Xiang
Implementation shortfall with transitory price effects / Terrence Hershott, Charles M. Jones, Albert J. Menkveld
The regulatory challenge of high-frequency markets / Oliver Linton, Maureen O'Hara, J.P. Zigrand.
Show 7 more Contents items
ISBN
9781782720096
178272009X
OCLC
874447976
Statement on language in description
Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage.
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High-frequency trading : new realities for traders, markets and regulators / edited by David Easley, Marcos López de Prado and Maureen O'Hara.
id
99122351153506421