SEC Docket

SEC Docket

Author: United States. Securities and Exchange Commission

Publisher:

Published: 1997

Total Pages: 1220

ISBN-13:

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Market Microstructure Theory

Market Microstructure Theory

Author: Maureen O'Hara

Publisher: John Wiley & Sons

Published: 1998-03-06

Total Pages: 310

ISBN-13: 0631207619

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Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.


Market 2000

Market 2000

Author: United States. Securities and Exchange Commission. Division of Market Regulation

Publisher:

Published: 1994

Total Pages: 462

ISBN-13:

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Global Algorithmic Capital Markets

Global Algorithmic Capital Markets

Author: Walter Mattli

Publisher:

Published: 2019

Total Pages: 385

ISBN-13: 0198829469

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This book illustrates the dramatic recent transformations in capital markets worldwide. Market making by humans in centralized markets has been replaced by super computers and algorithms in often highly fragmented markets. This book discusses how this impacts public policy objectives and how market governance could be strengthened.