Trades, Quotes and Prices

by Jean-Philippe Bouchaud, Jonathan Donier, Julius Bonart, et al.

The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 110715605X
• ISBN13: 9781107156050
• Release Date: April 2018
• Publisher: Cambridge University Press
• Length: 460 Pages
• Weight: 2.32 lbs.
• Dimensions: 1.0" x 7.3" x 10.0"