Market microstructure

MaRDI QIDQ2928746zbMATH OpenFDO

Authors Kiseop Lee

Publication date 10 November 2014

Mathematics Subject Classification ID

Portfolio theory (91G10) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

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Cited in

(5)

• Market Design
• Market problems
• Differential rates, residual information sets and transactional algebras.
• Market Microstructure Invariance: Empirical Hypotheses
• Fragmentation of Day versus Night Markets

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