Jonathan Donier: 1 book
Trades, Quotes and Prices
Financial Markets Under the Microscope
Language: English
Release Date: February 28, 2018
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 interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem....
