Analysing high-frequency trading
During the past decades high-frequency trading has transformed financial markets and has become a subject for debate in the media and among financial regulators. Zhen Li develops new econometric methods for analysing high-frequency financial data.
Z. Li: Econometric Analysis of High-Frequency Market Microstructure.
Prof. R.J.A. Laeven
Prof. M.H. Vellekoop
Prof. H.P. Boswijk
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