Trading and Exchanges: Market Microstructure for Practitioners
AbstractThis book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. Readers will learn about investors, brokers, dealers, arbitrageurs, retail traders, day traders, rogue traders, and gamblers; exchanges, boards of trade, dealer networks, ECNs (electronic communications networks), crossing markets, and pink sheets. Also covered in this text are single price auctions, open outcry auctions, and brokered markets limit orders, market orders, and stop orders. Finally, the author covers the areas of program trades, block trades, and short trades, price priority, time precedence, public order precedence, and display precedence, insider trading, scalping, and bluffing, and investing, speculating, and gambling.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoThis book is provided by Oxford University Press in its series OUP Catalogue with number 9780195144703 and published in 2002.
Contact details of provider:
Web page: http://www.oup.com/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Cumming, D. & Johan, S.A., 2008.
"Global market surveillance,"
2008-002, Tilburg University, Tilburg Law and Economic Center.
- Lerner, Peter, 2010. "Theoretical analysis of the bid-ask bounce and Related Phenomena," MPRA Paper 35929, University Library of Munich, Germany.
- Jikang, Zhang & Yuanyuan, Liang, 2006. "Institutional and structural problems of China's foreign exchange market and the RMB's role in East Asia," HWWI Research Papers 2-5, Hamburg Institute of International Economics (HWWI).
- Cumming, Douglas & Johan, Sofia & Li, Dan, 2011. "Exchange trading rules and stock market liquidity," Journal of Financial Economics, Elsevier, vol. 99(3), pages 651-671, March.
- Fang Cai, 2003. "Was there front running during the LTCM crisis," International Finance Discussion Papers 758, Board of Governors of the Federal Reserve System (U.S.).
- Rosenthal, Dale W.R. & Thomas, Nordia Diana Marie, 2012. "Transact taxes in a price maker/taker market," MPRA Paper 40556, University Library of Munich, Germany.
- Lipson, Marc L., 2003. "Market microstructure and corporate finance," Journal of Corporate Finance, Elsevier, vol. 9(4), pages 377-384, September.
- Gerhard Kling, 2005. "The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach," Economics Bulletin, AccessEcon, vol. 7(5), pages 1-11.
- Naes, Randi & Skjeltorp, Johannes A., 2003. "Equity trading by institutional investors: Evidence on order submission strategies," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1779-1817, September.
- repec:ebl:ecbull:v:7:y:2005:i:5:p:1-11 is not listed on IDEAS
- Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013. "Exchange trading rules, surveillance and insider trading," CFS Working Paper Series 2013/15, Center for Financial Studies (CFS).
- Ødegaard, Bernt Arne, 2009. "The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us?," UiS Working Papers in Economics and Finance 2009/17, University of Stavanger.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Economics Book Marketing).
If references are entirely missing, you can add them using this form.