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Trades, Quotes and Prices

Julius Bonart, Jonathan Donier, and Martin Gould

By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of ...

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Trades, Quotes and Prices: Financial Markets Under the Microscope

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Trades, Quotes and Prices: Financial Markets Under the Microscope

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Length: 463 pages

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