Trading and Exchanges Market Microstructure for Practitioners (Financial Management Association Survey and Synthesis) 0195144708, 9780195144703

This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the ru

968 131 7MB

English Pages 656 Year 2002

Table of contents :
Contents
1 Introduction
2 Trading Stories
Part I: The Structure of Trading
3 The Trading Industry
4 Orders and Order Properties
5 Market Structures
6 Order-driven Markets
7 Brokers
Part II: The Benefits of Trade
8 Why People Trade
9 Good Markets
Part III: Speculators
10 Informed Traders and Market Efficiency
11 Order Anticipators
12 Bluffers and Market Manipulation
Part IV: Liquidity Suppliers
13 Dealers
14 Bid/Ask Spreads
15 Block Traders
16 Value Traders
17 Arbitrageurs
18 Buy-Side Traders
Part V: Origins of Liquidity and Volatility
19 Liquidity
20 Volatility
Part VI: Evaluation and Prediction
21 Liquidity and Transaction Cost Measurement
22 Performance Evaluation and Prediction
Part VII: Market Structures
23 Index and Portfolio Markets
24 Specialists
25 Internalization, Preferencing, and Crossing
26 Competition Within and Among Markets
27 Floor Versus Automated Trading Systems
28 Bubbles, Crashes, and Circuit Breakers
29 Insider Trading
Bibliography
Index
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
Y
Z

Trading and Exchanges Market Microstructure for Practitioners (Financial Management Association Survey and Synthesis)
0195144708, 9780195144703

Author / Uploaded
Larry Harris

0 0 0
Like this paper and download? You can publish your own PDF file online for free in a few minutes! Sign Up

Recommend Papers

Trading and Exchanges: Market Microstructure for Practitioners 0195144708

420 50 3MB Read more

Trading and exchanges [draft ed.] 9780195144703, 0195144708

This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the ru

265 53 910KB Read more

Market microstructure: A survey

458 18 497KB Read more

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures 0230283624, 9780230283626

436 26 78KB Read more

FOREX TRADING: The beginners guide to invest in market, using financial leverage, master money management and get financial freedom

427 84 1MB Read more

Automated Market Makers: A Practical Guide to Decentralized Exchanges and Cryptocurrency Trading 9781484286159, 9781484286166, 1484286154

Explore Automated Market Makers (AMMs), the underlying protocols used by decentralized exchanges (DEX) to allow users to

115 40 7MB Read more

Market microstructure: A practitioner's guide

404 42 257KB Read more

Financial Literacy and Financial Education: Theory and Survey 9783110636956, 9783110632965

It is a well-known saying that money does not buy happiness. But it certainly helps in life. It is important to have eno

153 48 555KB Read more

Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation 1137390441, 9781137390448

What is market liquidity? How can market liquidity be priced and managed? Understanding liquidity in the marketplace is

572 108 2MB Read more

AbleTrend: Identifying and Analyzing Market Trends for Trading Success (Wiley Trading) [1 ed.] 0470581204, 9780470581209

A worldwide leader in financial trading software shares one of its most successful systemsIn AbleTrend, Dr. John Wang di

1,082 131 4MB Read more