Creative Design & Branding
Market Microstructure
Market microstructure: bid-ask spread analysis, order-flow toxicity metrics (VPIN / Kyle lambda), liquidity measures (Amihud / Roll), price-impact models, limit-order-book analysis, and China A-share call auction / block trade mechanics.
- Publisher / source
- HKUDS/Vibe-Trading (found on the CSV list)
- Upstream record
- HKUDS/Vibe-Trading
- Version
- Version 2
- Published
- Publication review
- Approved for publication
- Content fingerprint
35dbbb3a9a53bcfac9830cfbc8d52e2d7ec306341fc9d35e9c561e095859578a