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Limit order traders hope - PowerPoint PPT Presentation

Research Methodology in Market Microstructure

Research Methodology in Market Microstructure. Kee H. Chung State University of New York at Buffalo. What is market microstructure?. Traditional asset pricing aims to understand what should be the price of a security. It does not, however, address how prices adjust to reflect news.

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2.47k views • 226 slides

BIZ8016-01 Market Microstructure

BIZ8016-01 Market Microstructure. Kee H. Chung. What is market microstructure?. Traditional asset pricing aims to understand what should be the price of a security. It does not, however, address how prices adjust to reflect news.

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2.43k views • 220 slides

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Limit order traders hope - PowerPoint PPT Presentation

Research Methodology in Market Microstructure

BIZ8016-01 Market Microstructure