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A Master Equation Approach to the Modelling of Financial Markets Microstructure This self-organising process of market dynamics may lead to cycles or chaotic attractors. It can explain well-known regularities of financial markets ...
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VPIN, liquidity, and return volatility in the U.S. equity markets - ScienceDirect.com High speed algorithmic traders generate a significant proportion of volume in the U.S. financial markets, and market participants need risk management ...
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Price and Financial Stability: Rethinking Financial Markets (Banking) (Paperback) About the Author. David Harrison is Legal Director at London law firm DAC Beachcroft LLP, UK. He previously held several positions relating to ...
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