Julius Bonart: 1 book

Book cover of Trades, Quotes and Prices

Trades, Quotes and Prices

Financial Markets Under the Microscope

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