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Read ebook [PDF]  Market Microstructure in Practice 

This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like theFlash Crash of 2010 are also analyzed in depth. Using a quantitative viewpoint, this book explains how an attrition of liq

PDF_ Market Microstructure in Practice

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