Orderflow imbalance and high frequency trading
Pecchiari, Matteo (A.A. 2018/2019) Orderflow imbalance and high frequency trading. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 79. [Master's Degree Thesis]
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Abstract/Index
Framework of financial markets. Activity of market partecipants. Microstructure and orderflow. Introduction to market microstructure. Statistical studies and trading strategy. Theory and statistical methods.
References
Bibliografia: pp. 67-68.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Grassi, Stefano |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Sep 2020 12:42 |
| Last Modified: | 21 Sep 2020 12:42 |
| URI: | https://tesi.luiss.it/id/eprint/27169 |
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