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Lehalle, Charles-Albert (contributor); … - 2014

Persistent link: https://www.econbiz.de/10011294458

Lehalle, Charles-Albert (ed.); Laruelle, Sophie (ed.) - 2018 - Second edition

Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and...

Persistent link: https://www.econbiz.de/10011747477

Market microstructure : confronting many viewpoints

Abergel, Frédéric (ed.); … - 2012

Persistent link: https://www.econbiz.de/10009524952

Co-impact : crowding effects in institutional trading activity

Bucci, Frederic; Mastromatteo, Iacopo; Eisler, Zoltan; … - In: Quantitative finance 20 (2020) 2, pp. 193-205

Persistent link: https://www.econbiz.de/10012194861

The behavior of high-frequency traders under different market stress scenarios

Megarbane, Nicolas; Saliba, Pamela; Lehalle, Charles-Albert - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-54

Persistent link: https://www.econbiz.de/10011988891

How to predict the consequences of a tick value change? : evidence from the Tokyo stock exchange pilot program

Huang, Weibing; Lehalle, Charles-Albert; Rosenbaum, Mathieu - In: Market microstructure and liquidity 2 (2016) 3/4, pp. 1-19

Persistent link: https://www.econbiz.de/10011715772

Market Microstructure in Practice.

Laruelle, Sophie - 2013

Key Features:Interdisciplinary comments on market microstructure (covering economy, quantitative finance, and econophysics)Covers a very large spectrum of phenomenon: high frequency trading, liquidity monitoring, the Flash Crash, systemic risk, fragmentation, Smart Order Routing, trade...

Persistent link: https://www.econbiz.de/10012686983