This thesis consists of three single-authored chapters on high-frequency market microstructure. All of them are self-contained, and can be read independently. Chapter 1 examines the extent of herd behavior in a financial market from 2005 to 2008; in particular, whether herd selling increased during...

This book offers focused research on the systems and technologies that provide intelligence and expertise to traders and investors and facilitate the agile ordering processes, networking, and regulation of global financial electronic markets. - Provided by publisher

"This book offers focused research on the systems and technologies that provide intelligence and expertise to traders and investors and facilitate the agile ordering processes, networking, and regulation of global financial electronic markets"--Provided by publisher.