Trading and Exchanges: Market Microstructure for Practitioners

  • Trading and Exchanges Market Microstructure for Practitioners
  • Trading and Exchanges Market Microstructure for Practitioners
  • Ciamac Moallemi: High-Frequency Trading and Market Microstructure
  • Pete Kyle, Market Microstructure Invariants and Stock Market Crashes
  • Financial Econometrics and Empirical Market Microstructure
  • Empirical Market Microstructure The Institutions, Economics, and Econometrics of Securities Trading
  • "Even the Back-up System of NASDAQ Collapsed this Time"
  • Market Microstructure Intermediaries and the Theory of the Firm
  • Trading 102 Getting Down to Business
Amazon Price: $130.00 $101.68 You save: $28.32 (22%). (as of September 21, 2018 6:08 pm – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. Readers will learn about investors, brokers, dealers, arbitrageurs, retail traders, day traders, rogue traders, and gamblers; exchanges, boards of trade, dealer networks, ECNs (electronic communications networks), crossing markets, and pink sheets. Also covered in this text are single price auctions, open outcry auctions, and brokered markets limit orders, market orders, and stop orders. Finally, the author covers the areas of program trades, block trades, and short trades, price priority, time precedence, public order precedence, and display precedence, insider trading, scalping, and bluffing, and investing, speculating, and gambling.

Product Details

  • Series: Financial Management Association Survey and Synthesis
  • Hardcover: 656 pages
  • Publisher: Oxford University Press; 1 edition (October 24, 2002)
  • Language: English
  • ISBN-10: 0195144708
  • ISBN-13: 978-0195144703
  • Product Dimensions: 10 x 1.6 x 7 inches
  • Shipping Weight: 2.9 pounds

Lecture 23 - Market Microstructure

This is Lecture 23 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [] at Hong Kong University of Science and Technology in 2008.

The lecture slides are available at:

More information may be found here:

About Tradinglinks

Passionate about Internet Business, Financial Markets, Computers and Music. Favorite Quote: "There's Always a Way".

Company Info

This website is a project by ZedBee Limited
NZ Companies registration nr. 5397562 (records)

Stephen Collie Enterprises


3/12 Cypress Street
Tauranga 3110, New Zealand

© 2018 Tradinglinks NZ